+36.2%
QCOM vs TEL
+49.6%
-13.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +4.9% | +4.6% |
| 7D | +5.1% | -1.4% | +6.5% | +6.0% |
| 30D | +4.3% | -4.9% | +9.1% | +7.9% |
| 3M | -19.6% | +0.1% | -19.7% | -20.1% |
| 6M | +29.5% | +0.4% | +29.1% | +25.6% |
| YTD | +3.4% | -8.9% | +12.3% | +7.1% |
| 1Y | +10.9% | -0.3% | +11.2% | +5.2% |
| 3Y | +74.8% | +67.6% | +7.2% | -0.6% |
| 5Y | +36.2% | +50.7% | -14.5% | -13.1% |
| All | +36.2% | +49.6% | -13.4% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling