+22,131.9%
TSLA vs QCOM
+651.9%
+21,480.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -6.0% |
| 7D | +1.5% | +3.3% | -1.8% | -0.3% |
| 30D | +10.1% | +7.7% | +2.4% | +5.6% |
| 3M | -15.4% | -30.1% | +14.7% | +2.1% |
| 6M | -12.8% | +22.8% | -35.6% | -26.8% |
| YTD | -21.3% | +0.2% | -21.5% | -26.1% |
| 1Y | +4.6% | +7.9% | -3.3% | -6.3% |
| 3Y | +44.5% | +55.8% | -11.3% | +4.6% |
| 5Y | +44.8% | +30.1% | +14.7% | +14.3% |
| 10Y | +2,585.4% | +248.9% | +2,336.5% | +1,170.4% |
| All | +22,131.9% | +651.9% | +21,480.0% | +5,365.3% |
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