+256.6%
QCOM vs TW
+291.9%
-35.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | +5.5% | +3.1% | +2.4% | +4.6% |
| 30D | -1.1% | +16.7% | -17.8% | -5.6% |
| 3M | +7.6% | +25.2% | -17.6% | +0.2% |
| 6M | -20.1% | +19.5% | -39.5% | -25.2% |
| YTD | +3.0% | +21.0% | -18.0% | -5.3% |
| 1Y | +3.2% | +19.0% | -15.7% | -4.6% |
| 3Y | +48.9% | +40.7% | +8.2% | +25.0% |
| 5Y | +21.1% | +40.1% | -19.1% | -1.4% |
| All | +256.6% | +291.9% | -35.3% | +172.1% |
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