+23,636.9%
TSLA vs QCOM
+664.0%
+22,972.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.7% | +1.9% | +3.5% |
| 7D | -6.4% | +5.8% | -12.2% | -9.2% |
| 30D | -1.2% | -2.3% | +1.1% | -0.5% |
| 3M | +15.1% | +2.7% | +12.3% | +12.0% |
| 6M | -11.7% | -21.0% | +9.3% | -3.7% |
| YTD | -15.9% | +1.8% | -17.7% | -22.7% |
| 1Y | -12.0% | +2.4% | -14.4% | -19.5% |
| 3Y | +80.0% | +52.1% | +27.9% | +30.5% |
| 5Y | +10.8% | +14.6% | -3.8% | -7.3% |
| 10Y | +2,883.7% | +230.9% | +2,652.8% | +1,337.9% |
| All | +23,636.9% | +664.0% | +22,972.9% | +5,613.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling