+15,641.9%
QCOM vs TSEM
+11.3%
+15,630.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.8% | -7.7% | -1.2% |
| 7D | +3.3% | +6.9% | -3.6% | +2.1% |
| 30D | +7.7% | +5.3% | +2.4% | +6.4% |
| 3M | -30.1% | -14.9% | -15.1% | -28.9% |
| 6M | +22.8% | +80.0% | -57.2% | +9.1% |
| YTD | +0.2% | +89.4% | -89.2% | -12.5% |
| 1Y | +7.9% | +253.1% | -245.2% | -15.3% |
| 3Y | +55.8% | +642.1% | -586.3% | +7.2% |
| 5Y | +30.1% | +659.1% | -629.0% | -11.4% |
| 10Y | +248.9% | +1,291.4% | -1,042.5% | +114.7% |
| All | +15,641.9% | +11.3% | +15,630.6% | +9,185.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling