+74.8%
QCOM vs TEL
+67.5%
+7.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +4.9% | +4.3% |
| 7D | +5.1% | -1.4% | +6.5% | +5.9% |
| 30D | +4.3% | -4.9% | +9.1% | +7.4% |
| 3M | -19.6% | +0.1% | -19.7% | -20.0% |
| 6M | +29.5% | +0.4% | +29.1% | +26.3% |
| YTD | +3.4% | -8.9% | +12.3% | +6.8% |
| 1Y | +10.9% | -0.3% | +11.2% | +5.8% |
| 3Y | +74.8% | +67.6% | +7.2% | +8.5% |
| All | +74.8% | +67.5% | +7.2% | +8.5% |
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