+14.6%
QCOM vs TXN
+76.7%
-62.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.6% | -3.0% | -1.4% |
| 7D | +5.8% | -2.1% | +7.9% | +7.3% |
| 30D | -2.3% | +4.7% | -7.0% | -5.6% |
| 3M | +2.7% | +3.9% | -1.2% | -0.6% |
| 6M | -21.0% | +3.8% | -24.8% | -23.0% |
| YTD | +1.8% | +74.2% | -72.4% | -37.0% |
| 1Y | +2.4% | +88.2% | -85.8% | -40.9% |
| 3Y | +52.1% | +124.0% | -71.8% | -33.3% |
| 5Y | +14.6% | +78.4% | -63.7% | -35.5% |
| All | +14.6% | +76.7% | -62.0% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling