+149.5%
QCOM vs TXG
+16.0%
+133.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +3.3% | +1.8% | +1.5% | +3.0% |
| 30D | +7.7% | +32.0% | -24.3% | +1.1% |
| 3M | -30.1% | +87.0% | -117.1% | -39.4% |
| 6M | +22.8% | +180.1% | -157.2% | -3.2% |
| YTD | +0.2% | +284.1% | -283.9% | -26.6% |
| 1Y | +7.9% | +361.7% | -353.8% | -25.3% |
| 3Y | +55.8% | +15.9% | +39.9% | +33.6% |
| 5Y | +30.1% | -66.2% | +96.2% | +31.7% |
| All | +149.5% | +16.0% | +133.4% | +103.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling