+48.4%
QCOM vs TD
+132.8%
-84.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +4.3% | +1.1% | +3.2% | +3.5% |
| 30D | -0.1% | +5.2% | -5.3% | -2.8% |
| 3M | +5.2% | +1.2% | +4.0% | +4.9% |
| 6M | -18.4% | +17.7% | -36.1% | -26.2% |
| YTD | +2.4% | +34.2% | -31.8% | -14.6% |
| 1Y | +0.9% | +55.4% | -54.5% | -23.1% |
| 3Y | +48.4% | +130.4% | -82.0% | -10.6% |
| All | +48.4% | +132.8% | -84.5% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling