+39.3%
QCOM vs TLT
+6.1%
+33.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.2% | -9.7% | -9.5% |
| 7D | -15.5% | +0.5% | -16.0% | -15.6% |
| 30D | -13.4% | +6.0% | -19.4% | -14.5% |
| 3M | 0.0% | -0.9% | +1.0% | +0.1% |
| 6M | -15.2% | -2.6% | -12.6% | -14.9% |
| YTD | -6.9% | -3.1% | -3.8% | -6.6% |
| 1Y | -11.0% | -4.4% | -6.6% | -10.6% |
| All | +39.3% | +6.1% | +33.1% | +35.4% |
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