+242.8%
QCOM vs TD
+303.3%
-60.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | +5.5% | -0.7% | +6.2% | +6.3% |
| 30D | -1.1% | +7.6% | -8.7% | -5.5% |
| 3M | +7.6% | +3.0% | +4.6% | +5.8% |
| 6M | -20.1% | +16.8% | -36.9% | -27.8% |
| YTD | +3.0% | +34.3% | -31.3% | -15.2% |
| 1Y | +3.2% | +56.0% | -52.7% | -23.1% |
| 3Y | +48.9% | +132.4% | -83.5% | -15.7% |
| 5Y | +21.1% | +103.7% | -82.6% | -25.1% |
| 10Y | +242.8% | +299.2% | -56.4% | +56.5% |
| All | +242.8% | +303.3% | -60.5% | +56.5% |
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