+70.4%
QCOM vs TXG
+41.0%
+29.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.2% | +0.9% |
| 7D | +4.4% | +9.1% | -4.8% | +2.7% |
| 30D | +9.4% | +14.9% | -5.5% | +6.5% |
| 3M | -13.7% | +120.0% | -133.6% | -26.2% |
| 6M | +28.9% | +221.8% | -192.9% | +1.8% |
| YTD | +4.7% | +312.6% | -307.8% | -21.4% |
| 1Y | +13.5% | +398.4% | -384.9% | -19.2% |
| All | +70.4% | +41.0% | +29.4% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling