+17.4%
TSLA vs QCOM
+8.4%
+9.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.2% | +2.1% |
| 7D | +1.5% | +2.0% | -0.5% | +0.6% |
| 30D | +3.4% | +1.2% | +2.2% | +2.3% |
| 3M | +17.4% | +9.1% | +8.3% | +3.6% |
| All | +17.4% | +8.4% | +9.0% | +3.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling