+2,545.7%
TQQQ vs QCOM
+244.1%
+2,301.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.3% |
| 7D | +18.6% | +13.0% | +5.6% | +3.6% |
| 30D | -24.0% | +0.2% | -24.2% | -23.2% |
| 3M | -19.6% | +9.2% | -28.8% | -27.7% |
| 6M | -19.8% | -15.0% | -4.8% | -9.4% |
| YTD | +14.3% | +5.2% | +9.1% | -7.3% |
| 1Y | +8.2% | +2.4% | +5.8% | -9.1% |
| 3Y | +203.4% | +52.0% | +151.5% | +58.8% |
| 5Y | +52.2% | +19.7% | +32.5% | +22.6% |
| All | +2,545.7% | +244.1% | +2,301.6% | +700.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 QCOM 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