+1,643.1%
TSM vs QCOM
+235.1%
+1,408.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +1.0% | -0.4% |
| 7D | +6.2% | +4.3% | +1.9% | +4.2% |
| 30D | -7.3% | -0.1% | -7.2% | -7.3% |
| 3M | -7.1% | +5.2% | -12.4% | -10.1% |
| 6M | +0.2% | -18.4% | +18.6% | +6.2% |
| YTD | +32.2% | +2.4% | +29.8% | +21.1% |
| 1Y | +42.8% | +0.9% | +41.9% | +31.6% |
| 3Y | +330.4% | +48.4% | +282.0% | +221.3% |
| 5Y | +263.9% | +16.6% | +247.3% | +196.0% |
| All | +1,643.1% | +235.1% | +1,408.0% | +792.0% |
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