+250.3%
QCOM vs TLT
-21.2%
+271.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +3.3% | -0.4% | +3.8% | +3.3% |
| 30D | +7.7% | -0.6% | +8.3% | +7.6% |
| 3M | -30.1% | -2.7% | -27.3% | -30.4% |
| 6M | +22.8% | -5.6% | +28.5% | +21.4% |
| YTD | +0.2% | -2.8% | +3.0% | -0.4% |
| 1Y | +7.9% | -1.4% | +9.3% | +7.6% |
| 3Y | +55.8% | -1.6% | +57.4% | +55.3% |
| 5Y | +30.1% | -33.8% | +63.9% | +9.0% |
| All | +250.3% | -21.2% | +271.5% | +264.0% |
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