+27.7%
QCOM vs TSLL
-58.7%
+86.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.6% | -3.1% | +4.1% |
| 7D | +0.4% | -21.2% | +21.6% | +4.1% |
| 30D | -6.6% | -13.3% | +6.7% | -4.8% |
| 3M | +3.7% | +15.4% | -11.7% | +0.3% |
| 6M | -13.3% | -34.2% | +20.9% | -9.4% |
| YTD | -1.8% | -52.9% | +51.1% | +6.5% |
| 1Y | -2.5% | -54.3% | +51.8% | +5.4% |
| 3Y | +47.0% | -18.4% | +65.3% | +21.1% |
| All | +27.7% | -58.7% | +86.4% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling