+10,334.1%
QCOM vs TD
+7,879.0%
+2,455.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.9% |
| 7D | +3.3% | +0.3% | +3.0% | +3.1% |
| 30D | +7.7% | +0.4% | +7.3% | +7.4% |
| 3M | -30.1% | +7.6% | -37.7% | -33.1% |
| 6M | +22.8% | +25.0% | -2.2% | +7.9% |
| YTD | +0.2% | +31.0% | -30.8% | -14.5% |
| 1Y | +7.9% | +65.2% | -57.3% | -19.6% |
| 3Y | +55.8% | +122.5% | -66.7% | -2.9% |
| 5Y | +30.1% | +124.8% | -94.7% | -19.3% |
| 10Y | +248.9% | +298.2% | -49.3% | +53.3% |
| All | +10,334.1% | +7,879.0% | +2,455.1% | +1,071.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling