+242.6%
QCOM vs TEL
+283.7%
-41.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -2.0% | -2.1% |
| 7D | +4.3% | +4.5% | -0.2% | +0.8% |
| 30D | -0.1% | +2.9% | -3.0% | -1.8% |
| 3M | +5.2% | +1.1% | +4.1% | +4.3% |
| 6M | -18.4% | +5.0% | -23.3% | -21.0% |
| YTD | +2.4% | -3.9% | +6.3% | +2.4% |
| 1Y | +0.9% | -7.4% | +8.3% | +3.6% |
| 3Y | +48.4% | +81.0% | -32.6% | -10.8% |
| 5Y | +16.6% | +42.3% | -25.7% | -16.0% |
| All | +242.6% | +283.7% | -41.0% | +24.3% |
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