+144.5%
QCOM vs TXG
+9.8%
+134.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.4% | +5.1% |
| 7D | +0.4% | -15.4% | +15.8% | +3.8% |
| 30D | -6.6% | -22.1% | +15.5% | -1.9% |
| 3M | +3.7% | +30.0% | -26.3% | -3.4% |
| 6M | -13.3% | +160.7% | -174.0% | -31.1% |
| YTD | -1.8% | +263.5% | -265.2% | -28.0% |
| 1Y | -2.5% | +356.0% | -358.5% | -32.6% |
| 3Y | +47.0% | +53.4% | -6.4% | +17.5% |
| 5Y | +13.1% | -66.7% | +79.8% | +14.1% |
| All | +144.5% | +9.8% | +134.8% | +100.0% |
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