+1,906.2%
QCOM vs TLT
+130.6%
+1,775.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.2% |
| 7D | +3.3% | -0.4% | +3.8% | +3.1% |
| 30D | +7.7% | -0.6% | +8.3% | +7.4% |
| 3M | -30.1% | -2.7% | -27.3% | -31.0% |
| 6M | +22.8% | -5.6% | +28.5% | +19.4% |
| YTD | +0.2% | -2.8% | +3.0% | -1.2% |
| 1Y | +7.9% | -1.4% | +9.3% | +7.1% |
| 3Y | +55.8% | -1.6% | +57.4% | +55.0% |
| 5Y | +30.1% | -33.8% | +63.9% | +3.3% |
| 10Y | +248.9% | -21.1% | +270.0% | +220.9% |
| All | +1,906.2% | +130.6% | +1,775.7% | +5,247.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling