-15.2%
QCOM vs TEM
+60.7%
-75.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.2% |
| 7D | +5.1% | +3.2% | +1.8% | +4.6% |
| 30D | +4.3% | +23.5% | -19.2% | +0.7% |
| 3M | -19.6% | +32.3% | -51.9% | -23.4% |
| 6M | +29.5% | +23.0% | +6.5% | +23.7% |
| YTD | +3.4% | +8.9% | -5.5% | 0.0% |
| 1Y | +10.9% | -19.9% | +30.8% | +11.0% |
| All | -15.2% | +60.7% | -75.9% | -25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling