+241.9%
QCOM vs TENB
+23.5%
+218.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +1.5% |
| 7D | +13.0% | -7.0% | +20.1% | +15.0% |
| 30D | +0.2% | -0.6% | +0.7% | +0.1% |
| 3M | +9.2% | +10.9% | -1.7% | +4.6% |
| 6M | -15.0% | +95.4% | -110.4% | -31.9% |
| YTD | +5.2% | +74.5% | -69.3% | -14.1% |
| 1Y | +2.4% | +49.2% | -46.9% | -12.6% |
| 3Y | +52.0% | +9.7% | +42.2% | +39.8% |
| 5Y | +19.7% | -24.6% | +44.3% | +15.8% |
| All | +241.9% | +23.5% | +218.4% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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