+7.9%
QCOM vs TSLL
-22.3%
+30.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -11.8% | +12.0% | +2.8% |
| 7D | +3.3% | +1.9% | +1.4% | +2.4% |
| 30D | +7.7% | +17.8% | -10.1% | +2.7% |
| 3M | -30.1% | -37.0% | +7.0% | -24.4% |
| 6M | +22.8% | -37.7% | +60.5% | +32.5% |
| YTD | +0.2% | -51.4% | +51.6% | +11.6% |
| 1Y | +7.9% | -23.4% | +31.2% | +16.6% |
| All | +7.9% | -22.3% | +30.2% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling