+33.0%
TSM vs QCOM
+0.7%
+32.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +2.6% |
| 7D | -2.5% | +5.8% | -8.3% | -3.7% |
| 30D | -14.3% | -2.3% | -12.0% | -13.7% |
| 3M | -7.2% | +2.7% | -9.9% | -8.0% |
| 6M | -5.1% | -21.0% | +15.9% | -2.1% |
| YTD | +28.9% | +1.8% | +27.1% | +21.4% |
| All | +33.0% | +0.7% | +32.3% | +26.0% |
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 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