+674.9%
QCOM vs TTMI
+220.0%
+454.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.9% | -1.4% | +4.0% |
| 7D | +0.4% | -19.8% | +20.2% | +5.1% |
| 30D | -6.6% | -48.1% | +41.5% | +6.2% |
| 3M | +3.7% | -51.2% | +54.9% | +18.8% |
| 6M | -13.3% | -59.6% | +46.3% | +2.9% |
| YTD | -1.8% | -3.6% | +1.8% | -6.4% |
| 1Y | -2.5% | -2.3% | -0.2% | -8.2% |
| 3Y | +47.0% | +369.4% | -322.4% | -5.3% |
| 5Y | +13.1% | +365.4% | -352.3% | -27.8% |
| 10Y | +224.7% | +413.2% | -188.5% | +96.8% |
| All | +674.9% | +220.0% | +454.8% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TTMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling