+242.6%
QCOM vs TXN
+467.5%
-224.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -0.5% |
| 7D | +4.3% | +9.5% | -5.2% | -2.7% |
| 30D | -0.1% | +8.7% | -8.8% | -6.2% |
| 3M | +5.2% | +11.6% | -6.3% | -3.6% |
| 6M | -18.4% | +0.1% | -18.5% | -18.5% |
| YTD | +2.4% | +78.8% | -76.4% | -37.4% |
| 1Y | +0.9% | +91.2% | -90.3% | -41.6% |
| 3Y | +48.4% | +125.8% | -77.4% | -28.8% |
| 5Y | +16.6% | +83.8% | -67.2% | -32.5% |
| All | +242.6% | +467.5% | -224.9% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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