+251.9%
QCOM vs TLT
-12.2%
+264.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.1% |
| 7D | +13.0% | -2.7% | +15.7% | +12.5% |
| 30D | +0.2% | +2.2% | -2.0% | +0.5% |
| 3M | +9.2% | -1.7% | +11.0% | +8.9% |
| 6M | -15.0% | -4.0% | -11.0% | -15.7% |
| YTD | +5.2% | -4.9% | +10.1% | +4.2% |
| 1Y | +2.4% | -7.4% | +9.7% | +0.8% |
| 3Y | +52.0% | +3.0% | +48.9% | +53.8% |
| 5Y | +19.7% | -35.1% | +54.8% | -0.9% |
| All | +251.9% | -12.2% | +264.1% | +250.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling