+161.9%
QCOM vs TXG
+9.4%
+152.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.8% | +5.1% | +1.3% |
| 7D | +13.0% | +1.8% | +11.2% | +12.5% |
| 30D | +0.2% | -17.7% | +17.8% | +4.0% |
| 3M | +9.2% | +2.3% | +6.9% | +7.2% |
| 6M | -15.0% | +182.5% | -197.5% | -33.4% |
| YTD | +5.2% | +262.4% | -257.2% | -22.9% |
| 1Y | +2.4% | +254.1% | -251.8% | -25.0% |
| 3Y | +52.0% | +66.6% | -14.6% | +19.2% |
| 5Y | +19.7% | -64.5% | +84.3% | +19.2% |
| All | +161.9% | +9.4% | +152.4% | +114.1% |
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