+264.1%
QCOM vs TW
+298.0%
-34.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +13.0% | +3.2% | +9.8% | +12.0% |
| 30D | +0.2% | +19.7% | -19.5% | -5.1% |
| 3M | +9.2% | +26.8% | -17.6% | +1.3% |
| 6M | -15.0% | +20.9% | -35.9% | -20.7% |
| YTD | +5.2% | +22.9% | -17.7% | -3.7% |
| 1Y | +2.4% | +20.4% | -18.0% | -5.7% |
| 3Y | +52.0% | +42.9% | +9.1% | +27.0% |
| 5Y | +19.7% | +40.2% | -20.5% | -2.4% |
| All | +264.1% | +298.0% | -34.0% | +176.5% |
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