+272.2%
QCOM vs TD
+303.5%
-31.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.3% |
| 7D | +4.9% | -2.6% | +7.5% | +6.7% |
| 30D | +9.3% | -1.0% | +10.3% | +9.9% |
| 3M | -7.0% | +5.6% | -12.6% | -10.6% |
| 6M | +32.0% | +27.1% | +4.9% | +12.5% |
| YTD | +5.0% | +29.4% | -24.4% | -11.7% |
| 1Y | +13.6% | +60.7% | -47.1% | -17.3% |
| 3Y | +77.6% | +127.6% | -50.0% | +1.6% |
| 5Y | +38.2% | +125.4% | -87.2% | -19.9% |
| All | +272.2% | +303.5% | -31.3% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling