+120.4%
QCOM vs TE
-76.6%
+197.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.6% | +4.0% |
| 7D | +5.8% | -10.5% | +16.3% | +7.2% |
| 30D | -2.3% | -32.4% | +30.2% | +2.2% |
| 3M | +2.7% | -60.9% | +63.6% | +14.3% |
| 6M | -21.0% | -62.8% | +41.8% | -13.1% |
| YTD | +1.8% | -65.7% | +67.5% | +10.0% |
| 1Y | +2.4% | -39.9% | +42.3% | +1.7% |
| 3Y | +52.1% | +10.6% | +41.5% | +20.1% |
| 5Y | +14.6% | -79.7% | +94.3% | +13.1% |
| All | +120.4% | -76.6% | +197.0% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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