+77.7%
TSLA vs QCOM
+52.2%
+25.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | +15.6% | +13.0% | +2.6% | +8.3% |
| 30D | +5.9% | +0.2% | +5.8% | +5.3% |
| 3M | +21.4% | +9.2% | +12.1% | +14.2% |
| 6M | -8.3% | -15.0% | +6.7% | -3.6% |
| YTD | -11.6% | +5.2% | -16.8% | -21.3% |
| 1Y | -7.7% | +2.4% | -10.1% | -16.3% |
| All | +77.7% | +52.2% | +25.4% | +40.2% |
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