+10.9%
QCOM vs TSN
-3.0%
+13.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +3.6% |
| 7D | +5.1% | -5.0% | +10.1% | +3.7% |
| 30D | +4.3% | -9.1% | +13.4% | +1.6% |
| 3M | -19.6% | -7.4% | -12.2% | -20.9% |
| 6M | +29.5% | -13.4% | +42.9% | +23.2% |
| YTD | +3.4% | -8.5% | +11.9% | -1.9% |
| 1Y | +10.9% | -3.2% | +14.1% | +4.5% |
| All | +10.9% | -3.0% | +13.9% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling