-13.3%
QCOM vs TXT
-10.0%
-3.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +6.4% |
| 7D | +0.4% | -2.5% | +2.9% | +1.4% |
| 30D | -6.6% | +14.4% | -21.0% | -13.2% |
| 3M | +3.7% | -4.9% | +8.6% | +8.6% |
| 6M | -13.3% | -10.2% | -3.1% | -3.8% |
| All | -13.3% | -10.0% | -3.3% | -3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling