+21.0%
QCOM vs TSLL
-62.0%
+83.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -21.9% | +12.4% | -5.9% |
| 7D | -15.5% | -28.9% | +13.4% | -10.8% |
| 30D | -13.4% | -21.4% | +8.0% | -10.3% |
| 3M | 0.0% | +5.0% | -4.9% | -1.7% |
| 6M | -15.2% | -36.6% | +21.4% | -10.7% |
| YTD | -6.9% | -56.6% | +49.7% | +2.3% |
| 1Y | -11.0% | -60.9% | +49.9% | -1.4% |
| 3Y | +39.8% | -25.2% | +65.0% | +16.9% |
| All | +21.0% | -62.0% | +83.0% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling