+263.7%
QCOM vs TSEM
+1,300.1%
-1,036.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.6% |
| 7D | +5.1% | +10.4% | -5.4% | +1.4% |
| 30D | +4.3% | -12.9% | +17.2% | +8.7% |
| 3M | -19.6% | -9.2% | -10.4% | -19.5% |
| 6M | +29.5% | +98.8% | -69.3% | -5.0% |
| YTD | +3.4% | +87.2% | -83.8% | -24.4% |
| 1Y | +10.9% | +239.0% | -228.1% | -36.7% |
| 3Y | +74.8% | +679.5% | -604.7% | -32.3% |
| 5Y | +36.2% | +667.3% | -631.1% | -48.4% |
| 10Y | +263.7% | +1,301.0% | -1,037.3% | -3.4% |
| All | +263.7% | +1,300.1% | -1,036.4% | -3.4% |
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