+373.1%
TSM vs QCOM
+56.5%
+316.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | +2.7% | +3.3% | -0.6% | +1.2% |
| 30D | +3.6% | +7.7% | -4.1% | +0.1% |
| 3M | -3.4% | -30.1% | +26.7% | +12.4% |
| 6M | +20.6% | +22.8% | -2.2% | -1.4% |
| YTD | +41.9% | +0.2% | +41.7% | +30.2% |
| 1Y | +84.4% | +7.9% | +76.5% | +59.8% |
| All | +373.1% | +56.5% | +316.6% | +217.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling