-13.3%
TSLA vs QCOM
-0.4%
-12.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.3% | -8.7% | -5.1% |
| 7D | -4.7% | -5.3% | +0.6% | -3.3% |
| 30D | +1.7% | -4.2% | +5.9% | +2.8% |
| 3M | +17.7% | +7.0% | +10.6% | +14.2% |
| 6M | -1.9% | +3.8% | -5.7% | -3.2% |
| YTD | -14.3% | +2.8% | -17.2% | -16.2% |
| 1Y | -13.3% | +2.3% | -15.6% | -15.4% |
| All | -13.3% | -0.4% | -12.9% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling