+322.0%
TSM vs QCOM
+46.9%
+275.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.5% | +0.8% | +3.9% |
| 7D | -7.6% | +0.4% | -7.9% | -7.6% |
| 30D | -20.5% | -6.6% | -13.9% | -18.1% |
| 3M | -10.0% | +3.7% | -13.7% | -12.3% |
| 6M | -10.1% | -13.3% | +3.3% | -9.7% |
| YTD | +24.5% | -1.8% | +26.3% | +14.4% |
| 1Y | +31.2% | -2.5% | +33.7% | +20.9% |
| 3Y | +322.0% | +47.0% | +275.0% | +162.0% |
| All | +322.0% | +46.9% | +275.1% | +162.0% |
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