+34.6%
QCOM vs TSLQ
-97.6%
+132.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.0% |
| 7D | +5.5% | +4.7% | +0.8% | +7.4% |
| 30D | -1.1% | -5.6% | +4.4% | -0.7% |
| 3M | +7.6% | -34.6% | +42.2% | +2.4% |
| 6M | -20.1% | -11.4% | -8.7% | -16.3% |
| YTD | +3.0% | -14.1% | +17.1% | +9.5% |
| 1Y | +3.2% | -20.7% | +24.0% | +9.1% |
| 3Y | +48.9% | -96.9% | +145.7% | +16.1% |
| All | +34.6% | -97.6% | +132.2% | +8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling