+52.1%
QCOM vs TLT
+4.4%
+47.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.6% | +3.7% |
| 7D | +5.8% | +0.3% | +5.5% | +5.7% |
| 30D | -2.3% | +5.1% | -7.4% | -3.4% |
| 3M | +2.7% | -0.2% | +2.9% | +2.7% |
| 6M | -21.0% | -2.9% | -18.1% | -20.8% |
| YTD | +1.8% | -2.7% | +4.5% | +2.1% |
| 1Y | +2.4% | -4.6% | +7.0% | +2.8% |
| 3Y | +52.1% | +6.1% | +46.1% | +48.5% |
| All | +52.1% | +4.4% | +47.8% | +48.5% |
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 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