+254.0%
QCOM vs TXT
+97.6%
+156.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +3.3% | -4.8% | +8.1% | +5.7% |
| 30D | +7.7% | -10.6% | +18.3% | +13.6% |
| 3M | -30.1% | -13.2% | -16.9% | -25.4% |
| 6M | +22.8% | -20.3% | +43.2% | +36.9% |
| YTD | +0.2% | -9.3% | +9.4% | +4.4% |
| 1Y | +7.9% | -2.7% | +10.5% | +8.6% |
| 3Y | +55.8% | +1.4% | +54.4% | +52.0% |
| 5Y | +30.1% | +9.6% | +20.5% | +22.3% |
| All | +254.0% | +97.6% | +156.4% | +168.5% |
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