+230.9%
QCOM vs TSEM
+879.4%
-648.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.9% | -7.2% | -0.1% |
| 7D | +5.8% | -2.0% | +7.7% | +6.1% |
| 30D | -2.3% | -33.4% | +31.1% | +11.1% |
| 3M | +2.7% | -39.7% | +42.4% | +19.2% |
| 6M | -21.0% | -27.8% | +6.8% | -17.0% |
| YTD | +1.8% | +29.7% | -27.9% | -17.0% |
| 1Y | +2.4% | +81.1% | -78.7% | -27.6% |
| 3Y | +52.1% | +529.3% | -477.2% | -37.9% |
| 5Y | +14.6% | +315.0% | -300.3% | -46.0% |
| 10Y | +230.9% | +865.7% | -634.8% | -0.4% |
| All | +230.9% | +879.4% | -648.5% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling