+253.5%
TQQQ vs QCOM
+68.9%
+184.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -2.1% |
| 7D | +2.8% | +4.4% | -1.6% | -1.3% |
| 30D | -3.0% | +9.4% | -12.4% | -10.9% |
| 3M | -2.7% | -13.7% | +10.9% | +11.3% |
| 6M | +45.4% | +28.9% | +16.5% | -2.5% |
| YTD | +36.3% | +4.7% | +31.5% | +15.2% |
| 1Y | +53.4% | +13.5% | +39.9% | +16.2% |
| All | +253.5% | +68.9% | +184.6% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling