+63.4%
TSLA vs QCOM
+46.9%
+16.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.3% | +1.2% |
| 7D | -10.4% | +0.4% | -10.8% | -10.6% |
| 30D | -5.2% | -6.6% | +1.4% | -2.2% |
| 3M | +12.1% | +3.7% | +8.4% | +8.4% |
| 6M | -10.2% | -13.3% | +3.2% | -8.1% |
| YTD | -20.3% | -1.8% | -18.6% | -26.4% |
| 1Y | -19.7% | -2.5% | -17.2% | -25.5% |
| 3Y | +63.4% | +47.0% | +16.4% | +28.0% |
| All | +63.4% | +46.9% | +16.5% | +28.0% |
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