+30.9%
QCOM vs TSEM
+657.0%
-626.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.8% | -7.7% | -2.2% |
| 7D | +3.3% | +6.9% | -3.6% | +1.2% |
| 30D | +7.7% | +5.3% | +2.4% | +5.3% |
| 3M | -30.1% | -14.9% | -15.1% | -28.2% |
| 6M | +22.8% | +80.0% | -57.2% | -2.1% |
| YTD | +0.2% | +89.4% | -89.2% | -23.1% |
| 1Y | +7.9% | +253.1% | -245.2% | -34.7% |
| 3Y | +55.8% | +642.1% | -586.3% | -31.9% |
| All | +30.9% | +657.0% | -626.2% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling