+47.0%
QCOM vs TEL
+71.9%
-25.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.3% |
| 7D | +0.4% | -2.8% | +3.2% | +2.6% |
| 30D | -6.6% | -4.1% | -2.5% | -3.4% |
| 3M | +3.7% | -3.4% | +7.1% | +6.4% |
| 6M | -13.3% | -3.5% | -9.8% | -11.2% |
| YTD | -1.8% | -8.0% | +6.2% | +1.5% |
| 1Y | -2.5% | -13.7% | +11.2% | +5.6% |
| 3Y | +47.0% | +71.9% | -25.0% | -10.7% |
| All | +47.0% | +71.9% | -25.0% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling