+50,186.6%
QCOM vs TXT
+1,236.8%
+48,949.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +3.3% | -4.8% | +8.1% | +5.1% |
| 30D | +7.7% | -10.6% | +18.3% | +11.9% |
| 3M | -30.1% | -13.2% | -16.9% | -26.7% |
| 6M | +22.8% | -20.3% | +43.2% | +33.1% |
| YTD | +0.2% | -9.3% | +9.4% | +3.4% |
| 1Y | +7.9% | -2.7% | +10.5% | +8.5% |
| 3Y | +55.8% | +1.4% | +54.4% | +54.0% |
| 5Y | +30.1% | +9.6% | +20.5% | +25.9% |
| 10Y | +248.9% | +94.9% | +154.0% | +162.8% |
| All | +50,186.6% | +1,236.8% | +48,949.8% | +16,498.9% |
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