-13.7%
QCOM vs TEM
+89.7%
-103.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.9% |
| 7D | +13.0% | +7.8% | +5.3% | +11.8% |
| 30D | +0.2% | +11.2% | -11.1% | -1.3% |
| 3M | +9.2% | +39.0% | -29.7% | +3.3% |
| 6M | -15.0% | +61.6% | -76.6% | -21.8% |
| YTD | +5.2% | +28.5% | -23.3% | -1.1% |
| 1Y | +2.4% | +6.7% | -4.4% | -1.5% |
| All | -13.7% | +89.7% | -103.4% | -26.3% |
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