-19.4%
QCOM vs TEM
+90.1%
-109.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.0% | -2.5% | +4.4% |
| 7D | +0.4% | +5.3% | -4.9% | -0.4% |
| 30D | -6.6% | +8.1% | -14.7% | -7.6% |
| 3M | +3.7% | +64.9% | -61.2% | -4.1% |
| 6M | -13.3% | +42.1% | -55.5% | -18.9% |
| YTD | -1.8% | +28.8% | -30.6% | -7.6% |
| 1Y | -2.5% | +5.5% | -8.0% | -6.0% |
| All | -19.4% | +90.1% | -109.5% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling