+230.9%
QCOM vs TXT
+115.3%
+115.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.4% | +2.6% |
| 7D | +5.8% | -3.5% | +9.3% | +7.6% |
| 30D | -2.3% | +15.2% | -17.5% | -9.1% |
| 3M | +2.7% | -4.5% | +7.2% | +4.4% |
| 6M | -21.0% | -6.1% | -14.9% | -19.0% |
| YTD | +1.8% | -2.0% | +3.8% | +1.8% |
| 1Y | +2.4% | +4.2% | -1.8% | -0.6% |
| 3Y | +52.1% | +14.4% | +37.7% | +39.6% |
| 5Y | +14.6% | +12.3% | +2.3% | +5.6% |
| 10Y | +230.9% | +101.8% | +129.0% | +179.7% |
| All | +230.9% | +115.3% | +115.5% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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