+69.0%
QCOM vs TSN
+10.8%
+58.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | +3.3% | -6.3% | +9.6% | +2.9% |
| 30D | +7.7% | -10.8% | +18.5% | +6.9% |
| 3M | -30.1% | -8.8% | -21.3% | -30.4% |
| 6M | +22.8% | -16.8% | +39.7% | +21.3% |
| YTD | +0.2% | -10.0% | +10.2% | -1.6% |
| 1Y | +7.9% | -5.3% | +13.1% | +5.2% |
| All | +69.0% | +10.8% | +58.2% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling