+230.9%
QCOM vs TSN
+13.2%
+217.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.3% | +3.6% |
| 7D | +5.8% | +4.9% | +0.9% | +4.6% |
| 30D | -2.3% | +12.1% | -14.3% | -5.1% |
| 3M | +2.7% | +4.1% | -1.4% | +1.4% |
| 6M | -21.0% | -10.9% | -10.1% | -19.2% |
| YTD | +1.8% | +4.8% | -3.0% | -1.4% |
| 1Y | +2.4% | +17.6% | -15.2% | -4.4% |
| 3Y | +52.1% | +43.2% | +8.9% | +30.1% |
| 5Y | +14.6% | -13.9% | +28.5% | +15.4% |
| 10Y | +230.9% | +11.8% | +219.0% | +182.5% |
| All | +230.9% | +13.2% | +217.7% | +182.5% |
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