+11.2%
QCOM vs TW
+37.3%
-26.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +0.4% | +4.2% | -3.9% | -0.5% |
| 30D | -6.6% | +18.9% | -25.5% | -10.2% |
| 3M | +3.7% | +23.8% | -20.1% | -1.5% |
| 6M | -13.3% | +17.0% | -30.4% | -16.8% |
| YTD | -1.8% | +19.2% | -21.0% | -7.5% |
| 1Y | -2.5% | +20.1% | -22.6% | -8.6% |
| 3Y | +47.0% | +40.5% | +6.5% | +23.1% |
| All | +11.2% | +37.3% | -26.1% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling