+254.0%
QCOM vs TSN
-11.8%
+265.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +3.3% | -6.3% | +9.6% | +4.9% |
| 30D | +7.7% | -10.8% | +18.5% | +10.7% |
| 3M | -30.1% | -8.8% | -21.3% | -28.8% |
| 6M | +22.8% | -16.8% | +39.7% | +27.0% |
| YTD | +0.2% | -10.0% | +10.2% | +1.0% |
| 1Y | +7.9% | -5.3% | +13.1% | +6.8% |
| 3Y | +55.8% | +8.5% | +47.3% | +44.9% |
| 5Y | +30.1% | -22.9% | +53.0% | +34.2% |
| All | +254.0% | -11.8% | +265.8% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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