+2.0%
QCOM vs TSN
+11.8%
-9.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.3% | +3.8% |
| 7D | +5.8% | +4.9% | +0.9% | +7.3% |
| 30D | -2.3% | +12.1% | -14.3% | +1.5% |
| 3M | +2.7% | +4.1% | -1.4% | +4.1% |
| 6M | -21.0% | -10.9% | -10.1% | -23.1% |
| YTD | +1.8% | +4.8% | -3.0% | +0.8% |
| All | +2.0% | +11.8% | -9.8% | -1.0% |
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