+281.8%
QCOM vs TEL
+291.3%
-9.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +4.4% | +1.2% | +3.1% | +3.3% |
| 30D | +9.4% | -4.1% | +13.5% | +12.2% |
| 3M | -13.7% | -2.6% | -11.1% | -12.3% |
| 6M | +28.9% | 0.0% | +28.9% | +26.1% |
| YTD | +4.7% | -9.1% | +13.8% | +8.7% |
| 1Y | +13.5% | -0.8% | +14.3% | +9.7% |
| 3Y | +77.1% | +67.4% | +9.7% | +12.6% |
| 5Y | +38.9% | +51.8% | -12.8% | -4.2% |
| 10Y | +281.8% | +299.4% | -17.7% | +51.0% |
| All | +281.8% | +291.3% | -9.6% | +51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling