+47.0%
QCOM vs TE
-36.2%
+83.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.5% | +2.0% | +5.2% |
| 7D | +0.4% | -12.6% | +13.0% | +1.7% |
| 30D | -6.6% | -36.7% | +30.1% | -2.4% |
| 3M | +3.7% | -57.5% | +61.2% | +12.2% |
| 6M | -13.3% | -55.2% | +41.9% | -7.4% |
| YTD | -1.8% | -64.7% | +62.9% | +5.0% |
| 1Y | -2.5% | -35.9% | +33.4% | -2.3% |
| 3Y | +47.0% | -31.8% | +78.8% | +26.5% |
| All | +47.0% | -36.2% | +83.2% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling