+74.8%
QCOM vs TSLQ
-95.9%
+170.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -8.0% | +11.1% | +1.8% |
| 7D | +5.1% | -8.6% | +13.6% | +3.7% |
| 30D | +4.3% | -24.9% | +29.2% | +0.1% |
| 3M | -19.6% | -1.5% | -18.1% | -17.0% |
| 6M | +29.5% | -18.1% | +47.5% | +33.1% |
| YTD | +3.4% | -0.1% | +3.5% | +10.3% |
| 1Y | +10.9% | -51.4% | +62.3% | +9.2% |
| 3Y | +74.8% | -95.9% | +170.7% | +47.9% |
| All | +74.8% | -95.9% | +170.6% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling