+1,410.4%
TSM vs QCOM
+219.9%
+1,190.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.5% | +0.8% | +3.7% |
| 7D | -7.6% | +0.4% | -7.9% | -7.6% |
| 30D | -20.5% | -6.6% | -13.9% | -17.9% |
| 3M | -10.0% | +3.7% | -13.7% | -12.4% |
| 6M | -10.1% | -13.3% | +3.3% | -8.7% |
| YTD | +24.5% | -1.8% | +26.3% | +16.2% |
| 1Y | +31.2% | -2.5% | +33.7% | +22.8% |
| 3Y | +322.0% | +47.0% | +275.0% | +216.1% |
| 5Y | +245.3% | +13.1% | +232.1% | +184.6% |
| All | +1,410.4% | +219.9% | +1,190.4% | +707.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 10y: compounded portfolio wealth divided by compounded QCOM 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…
10y analysis · Full analysis span regression · 6 months rolling