+242.8%
QCOM vs TLT
-13.2%
+256.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.0% |
| 7D | +5.5% | -0.3% | +5.8% | +5.5% |
| 30D | -1.1% | +3.7% | -4.8% | -0.5% |
| 3M | +7.6% | -0.7% | +8.2% | +7.4% |
| 6M | -20.1% | -4.2% | -15.9% | -20.8% |
| YTD | +3.0% | -4.0% | +7.0% | +2.2% |
| 1Y | +3.2% | -5.8% | +9.1% | +2.0% |
| 3Y | +48.9% | +4.1% | +44.8% | +50.9% |
| 5Y | +21.1% | -34.8% | +55.9% | +0.1% |
| 10Y | +242.8% | -12.3% | +255.1% | +242.5% |
| All | +242.8% | -13.2% | +256.0% | +242.5% |
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