+10,128.2%
QCOM vs TD
+7,985.3%
+2,142.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.9% |
| 7D | +0.4% | -1.7% | +2.1% | +1.6% |
| 30D | -6.6% | +8.2% | -14.8% | -10.6% |
| 3M | +3.7% | +1.7% | +2.0% | +2.9% |
| 6M | -13.3% | +14.2% | -27.6% | -19.6% |
| YTD | -1.8% | +32.8% | -34.5% | -16.5% |
| 1Y | -2.5% | +55.5% | -58.0% | -24.4% |
| 3Y | +47.0% | +129.6% | -82.7% | -9.8% |
| 5Y | +13.1% | +102.2% | -89.1% | -25.1% |
| 10Y | +224.7% | +306.3% | -81.6% | +41.5% |
| All | +10,128.2% | +7,985.3% | +2,142.9% | +1,043.7% |
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