+7.9%
QCOM vs TEM
-15.5%
+23.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +3.3% | +0.9% | +2.4% | +3.2% |
| 30D | +7.7% | +38.4% | -30.7% | +1.1% |
| 3M | -30.1% | +23.7% | -53.7% | -33.3% |
| 6M | +22.8% | +26.0% | -3.1% | +15.4% |
| YTD | +0.2% | +9.4% | -9.2% | -3.9% |
| 1Y | +7.9% | -17.3% | +25.1% | +11.7% |
| All | +7.9% | -15.5% | +23.4% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling