+7.9%
QCOM vs TEL
+2.3%
+5.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +3.3% | +3.0% | +0.4% | +1.7% |
| 30D | +7.7% | -3.9% | +11.6% | +9.6% |
| 3M | -30.1% | -5.1% | -24.9% | -28.4% |
| 6M | +22.8% | +0.6% | +22.2% | +20.8% |
| YTD | +0.2% | -7.3% | +7.5% | +1.4% |
| 1Y | +7.9% | +1.1% | +6.7% | +2.4% |
| All | +7.9% | +2.3% | +5.5% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 1y: compounded portfolio wealth divided by compounded TEL 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…
1y analysis · Full analysis span regression · 6 months rolling