-19.7%
TSLA vs QCOM
-5.0%
-14.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.3% | +2.3% |
| 7D | -10.4% | +0.4% | -10.8% | -10.4% |
| 30D | -5.2% | -6.6% | +1.4% | -3.2% |
| 3M | +12.1% | +3.7% | +8.4% | +10.3% |
| 6M | -10.2% | -13.3% | +3.2% | -6.7% |
| YTD | -20.3% | -1.8% | -18.6% | -21.4% |
| 1Y | -19.7% | -2.5% | -17.2% | -20.8% |
| All | -19.7% | -5.0% | -14.6% | -20.8% |
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