+7.9%
QCOM vs TLN
-17.2%
+25.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -1.2% |
| 7D | +3.3% | +7.1% | -3.7% | +1.0% |
| 30D | +7.7% | -3.9% | +11.6% | +8.7% |
| 3M | -30.1% | -16.2% | -13.9% | -25.9% |
| 6M | +22.8% | -5.8% | +28.7% | +26.6% |
| YTD | +0.2% | -15.4% | +15.6% | +4.8% |
| 1Y | +7.9% | -16.7% | +24.5% | +22.5% |
| All | +7.9% | -17.2% | +25.0% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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