+74.8%
QCOM vs TXN
+70.9%
+3.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | +5.1% | +2.2% | +2.9% | +3.6% |
| 30D | +4.3% | -9.5% | +13.8% | +10.9% |
| 3M | -19.6% | -10.5% | -9.1% | -13.7% |
| 6M | +29.5% | +35.4% | -5.9% | +7.1% |
| YTD | +3.4% | +51.8% | -48.4% | -22.2% |
| 1Y | +10.9% | +42.9% | -32.0% | -13.2% |
| 3Y | +74.8% | +71.3% | +3.4% | +11.5% |
| All | +74.8% | +70.9% | +3.9% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling