+282.9%
QCOM vs TDG
+547.7%
-264.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.4% |
| 7D | +7.8% | -1.9% | +9.7% | +8.7% |
| 30D | +12.2% | -7.7% | +19.9% | +15.9% |
| 3M | -9.9% | -9.3% | -0.5% | -6.5% |
| 6M | +36.9% | -9.4% | +46.3% | +41.6% |
| YTD | +8.0% | -14.3% | +22.3% | +14.0% |
| 1Y | +15.0% | -11.8% | +26.8% | +19.6% |
| 3Y | +75.8% | +52.0% | +23.9% | +43.5% |
| 5Y | +42.2% | +128.8% | -86.6% | -1.8% |
| All | +282.9% | +547.7% | -264.8% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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