+2.3%
QCOM vs TLT
-5.4%
+7.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.5% | +4.6% |
| 7D | -5.3% | +1.0% | -6.3% | -6.2% |
| 30D | -4.2% | +6.0% | -10.2% | -9.9% |
| 3M | +7.0% | -0.9% | +7.9% | +7.9% |
| 6M | +3.8% | -2.3% | +6.1% | +5.7% |
| YTD | +2.8% | -3.3% | +6.1% | +6.5% |
| 1Y | +2.3% | -5.6% | +7.9% | +4.0% |
| All | +2.3% | -5.4% | +7.7% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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