+278.9%
TSM vs QCOM
+21.7%
+257.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.4% |
| 7D | +4.4% | +2.0% | +2.5% | +3.7% |
| 30D | -7.0% | +1.2% | -8.2% | -7.6% |
| 3M | -1.8% | +9.1% | -10.9% | -6.9% |
| 6M | +2.7% | -25.0% | +27.7% | +13.6% |
| YTD | +37.1% | +4.8% | +32.2% | +21.8% |
| 1Y | +43.5% | +3.6% | +39.9% | +28.3% |
| 3Y | +341.5% | +51.5% | +290.0% | +204.1% |
| 5Y | +278.9% | +19.7% | +259.1% | +191.5% |
| All | +278.9% | +21.7% | +257.2% | +191.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling