+49,194.2%
QCOM vs TXT
+1,312.7%
+47,881.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +6.2% |
| 7D | +0.4% | -2.5% | +2.9% | +1.2% |
| 30D | -6.6% | +14.4% | -21.0% | -11.2% |
| 3M | +3.7% | -4.9% | +8.6% | +5.2% |
| 6M | -13.3% | -10.2% | -3.1% | -10.3% |
| YTD | -1.8% | -4.1% | +2.3% | -0.9% |
| 1Y | -2.5% | +4.0% | -6.5% | -4.4% |
| 3Y | +47.0% | +8.0% | +39.0% | +41.7% |
| 5Y | +13.1% | +8.4% | +4.7% | +9.5% |
| 10Y | +224.7% | +116.6% | +108.1% | +135.6% |
| All | +49,194.2% | +1,312.7% | +47,881.5% | +15,811.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling