+242.6%
QCOM vs TDG
+551.7%
-309.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -3.1% |
| 7D | +4.3% | +1.7% | +2.6% | +3.5% |
| 30D | -0.1% | +9.7% | -9.8% | -3.9% |
| 3M | +5.2% | -2.3% | +7.6% | +6.1% |
| 6M | -18.4% | +1.3% | -19.7% | -19.2% |
| YTD | +2.4% | -8.5% | +10.9% | +5.1% |
| 1Y | +0.9% | -8.1% | +9.0% | +3.3% |
| 3Y | +48.4% | +43.4% | +5.0% | +24.1% |
| 5Y | +16.6% | +127.8% | -111.2% | -19.9% |
| All | +242.6% | +551.7% | -309.0% | +61.7% |
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