+157.4%
QCOM vs TXG
+21.5%
+135.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.7% | -1.5% | +2.2% |
| 7D | +5.1% | +9.4% | -4.3% | +3.2% |
| 30D | +4.3% | +26.1% | -21.8% | -1.1% |
| 3M | -19.6% | +124.8% | -144.4% | -33.0% |
| 6M | +29.5% | +215.2% | -185.8% | -0.4% |
| YTD | +3.4% | +302.2% | -298.8% | -25.0% |
| 1Y | +10.9% | +370.9% | -360.0% | -23.5% |
| 3Y | +74.8% | +38.5% | +36.3% | +44.1% |
| 5Y | +36.2% | -64.4% | +100.5% | +36.4% |
| All | +157.4% | +21.5% | +135.9% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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