+36.8%
QCOM vs TSLQ
-97.3%
+134.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.4% |
| 7D | +4.4% | -8.0% | +12.4% | +3.1% |
| 30D | +9.4% | -23.8% | +33.2% | +5.0% |
| 3M | -13.7% | -7.0% | -6.6% | -11.7% |
| 6M | +28.9% | -17.1% | +46.0% | +32.9% |
| YTD | +4.7% | +0.1% | +4.7% | +12.3% |
| 1Y | +13.5% | -51.2% | +64.7% | +11.3% |
| 3Y | +77.1% | -95.9% | +173.0% | +44.4% |
| All | +36.8% | -97.3% | +134.0% | +11.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling