+42.8%
TSM vs QCOM
-0.3%
+43.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +1.0% | -1.0% |
| 7D | +6.2% | +4.3% | +1.9% | +5.1% |
| 30D | -7.3% | -0.1% | -7.2% | -7.1% |
| 3M | -7.1% | +5.2% | -12.4% | -8.3% |
| 6M | +0.2% | -18.4% | +18.6% | +3.1% |
| YTD | +32.2% | +2.4% | +29.8% | +24.7% |
| 1Y | +42.8% | +0.9% | +41.9% | +35.7% |
| All | +42.8% | -0.3% | +43.1% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling