-10.2%
TSLA vs QCOM
-14.5%
+4.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.3% | +2.0% |
| 7D | -10.4% | +0.4% | -10.8% | -10.4% |
| 30D | -5.2% | -6.6% | +1.4% | -2.9% |
| 3M | +12.1% | +3.7% | +8.4% | +9.6% |
| 6M | -10.2% | -13.3% | +3.2% | -6.0% |
| All | -10.2% | -14.5% | +4.3% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling