+524.8%
QCOM vs TEL
+723.0%
-198.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +3.3% | +3.0% | +0.4% | +1.5% |
| 30D | +7.7% | -3.9% | +11.6% | +9.9% |
| 3M | -30.1% | -5.1% | -24.9% | -28.0% |
| 6M | +22.8% | +0.6% | +22.2% | +20.9% |
| YTD | +0.2% | -7.3% | +7.5% | +2.5% |
| 1Y | +7.9% | +1.1% | +6.7% | +4.8% |
| 3Y | +55.8% | +63.7% | -7.9% | +14.9% |
| 5Y | +30.1% | +50.7% | -20.6% | +1.7% |
| 10Y | +248.9% | +290.2% | -41.3% | +68.4% |
| All | +524.8% | +723.0% | -198.3% | +93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling