+48.9%
QCOM vs TXT
+15.4%
+33.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | +0.3% |
| 7D | +5.5% | -1.1% | +6.6% | +6.1% |
| 30D | -1.1% | +17.1% | -18.2% | -10.0% |
| 3M | +7.6% | -2.6% | +10.2% | +9.0% |
| 6M | -20.1% | -4.6% | -15.5% | -18.1% |
| YTD | +3.0% | -0.3% | +3.4% | +2.0% |
| 1Y | +3.2% | +5.9% | -2.6% | -1.6% |
| 3Y | +48.9% | +14.4% | +34.5% | +33.5% |
| All | +48.9% | +15.4% | +33.4% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling