+216.5%
QCOM vs TLT
-16.7%
+233.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -6.6% | +6.2% | -12.8% | -5.7% |
| 3M | +3.7% | +0.1% | +3.6% | +3.7% |
| 6M | -13.3% | -3.0% | -10.4% | -13.9% |
| YTD | -1.8% | -2.7% | +0.9% | -2.4% |
| 1Y | -2.5% | -4.8% | +2.3% | -3.5% |
| 3Y | +47.0% | +6.9% | +40.1% | +49.8% |
| 5Y | +13.1% | -34.5% | +47.6% | -6.1% |
| All | +216.5% | -16.7% | +233.1% | +216.2% |
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