+13,634.3%
TSM vs QCOM
+6,916.7%
+6,717.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | +2.7% | +3.3% | -0.6% | +1.3% |
| 30D | +3.6% | +7.7% | -4.1% | +0.4% |
| 3M | -3.4% | -30.1% | +26.7% | +10.8% |
| 6M | +20.6% | +22.8% | -2.2% | +5.9% |
| YTD | +41.9% | +0.2% | +41.7% | +34.9% |
| 1Y | +84.4% | +7.9% | +76.5% | +69.4% |
| 3Y | +380.2% | +55.8% | +324.4% | +278.0% |
| 5Y | +275.3% | +30.1% | +245.3% | +212.2% |
| 10Y | +1,751.4% | +248.9% | +1,502.5% | +890.0% |
| All | +13,634.3% | +6,916.7% | +6,717.6% | +1,946.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling