+47.0%
QCOM vs TLT
+6.1%
+40.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.8% |
| 3M | +3.7% | -0.3% | +4.0% | +3.7% |
| 6M | -13.3% | -3.4% | -10.0% | -13.0% |
| YTD | -1.8% | -3.1% | +1.3% | -1.4% |
| 1Y | -2.5% | -5.2% | +2.7% | -2.1% |
| 3Y | +47.0% | +6.5% | +40.5% | +42.9% |
| All | +47.0% | +6.1% | +40.8% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling