+48.9%
QCOM vs TLN
+567.0%
-518.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +5.5% | +1.1% | +4.4% | +5.0% |
| 30D | -1.1% | -4.6% | +3.5% | -0.2% |
| 3M | +7.6% | +5.2% | +2.3% | +4.9% |
| 6M | -20.1% | -6.5% | -13.6% | -19.4% |
| YTD | +3.0% | -3.6% | +6.7% | +1.7% |
| 1Y | +3.2% | -8.2% | +11.5% | +2.8% |
| 3Y | +48.9% | +559.7% | -510.8% | -7.8% |
| All | +48.9% | +567.0% | -518.1% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling