+64.4%
QCOM vs TLN
+733.8%
-669.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.2% |
| 7D | +13.0% | +22.3% | -9.3% | +7.0% |
| 30D | +0.2% | +1.2% | -1.0% | -0.6% |
| 3M | +9.2% | +5.9% | +3.3% | +6.4% |
| 6M | -15.0% | +3.2% | -18.2% | -16.5% |
| YTD | +5.2% | +3.2% | +2.0% | +1.9% |
| 1Y | +2.4% | +5.2% | -2.9% | -1.6% |
| 3Y | +52.0% | +606.3% | -554.3% | -10.1% |
| All | +64.4% | +733.8% | -669.4% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling