+216.5%
QCOM vs TSN
+14.3%
+202.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.7% |
| 7D | +0.4% | +4.6% | -4.3% | -0.7% |
| 30D | -6.6% | +15.4% | -22.0% | -10.0% |
| 3M | +3.7% | +2.9% | +0.8% | +2.7% |
| 6M | -13.3% | -10.8% | -2.5% | -11.4% |
| YTD | -1.8% | +4.5% | -6.2% | -4.8% |
| 1Y | -2.5% | +19.5% | -22.0% | -9.4% |
| 3Y | +47.0% | +42.2% | +4.8% | +25.9% |
| 5Y | +13.1% | -14.2% | +27.3% | +14.0% |
| All | +216.5% | +14.3% | +202.2% | +169.9% |
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