+19.7%
QCOM vs TXT
+10.3%
+9.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.6% |
| 7D | +13.0% | -1.1% | +14.1% | +13.7% |
| 30D | +0.2% | +13.3% | -13.1% | -8.5% |
| 3M | +9.2% | -5.1% | +14.3% | +12.3% |
| 6M | -15.0% | -7.1% | -7.9% | -11.5% |
| YTD | +5.2% | -3.2% | +8.4% | +5.4% |
| 1Y | +2.4% | +2.3% | 0.0% | -1.5% |
| 3Y | +52.0% | +11.1% | +40.9% | +31.6% |
| 5Y | +19.7% | +10.0% | +9.7% | -0.3% |
| All | +19.7% | +10.3% | +9.4% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling