+262.5%
QCOM vs TW
+211.2%
+51.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +4.4% | -0.5% | +4.9% | +4.5% |
| 30D | +9.4% | -0.6% | +10.0% | +9.4% |
| 3M | -13.7% | +3.4% | -17.1% | -15.5% |
| 6M | +28.9% | -18.4% | +47.3% | +36.0% |
| YTD | +4.7% | -3.9% | +8.6% | +3.4% |
| 1Y | +13.5% | -13.3% | +26.8% | +16.2% |
| 3Y | +77.1% | +20.8% | +56.3% | +54.4% |
| 5Y | +38.9% | +20.3% | +18.6% | +18.0% |
| All | +262.5% | +211.2% | +51.3% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling