+48.4%
QCOM vs TSEM
+547.1%
-498.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.9% | +4.3% | -0.6% |
| 7D | +4.3% | +7.0% | -2.7% | +2.0% |
| 30D | -0.1% | -29.8% | +29.7% | +9.5% |
| 3M | +5.2% | -41.9% | +47.2% | +20.4% |
| 6M | -18.4% | -45.8% | +27.4% | -6.6% |
| YTD | +2.4% | +25.1% | -22.7% | -11.3% |
| 1Y | +0.9% | +48.2% | -47.3% | -18.3% |
| 3Y | +48.4% | +476.5% | -428.1% | -34.0% |
| All | +48.4% | +547.1% | -498.7% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling