+7.9%
QCOM vs TSLQ
-50.5%
+58.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.0% | -11.9% | +2.8% |
| 7D | +3.3% | -5.8% | +9.1% | +2.4% |
| 30D | +7.7% | -22.1% | +29.8% | +2.6% |
| 3M | -30.1% | +10.1% | -40.1% | -24.7% |
| 6M | +22.8% | -6.8% | +29.6% | +31.8% |
| YTD | +0.2% | +8.5% | -8.3% | +10.8% |
| 1Y | +7.9% | -49.7% | +57.6% | +15.4% |
| All | +7.9% | -50.5% | +58.3% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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