+13.6%
QCOM vs TDG
-14.3%
+27.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +4.9% | -2.7% | +7.6% | +5.7% |
| 30D | +9.3% | -9.3% | +18.6% | +12.5% |
| 3M | -7.0% | -7.1% | +0.1% | -5.2% |
| 6M | +32.0% | -11.2% | +43.2% | +34.6% |
| YTD | +5.0% | -15.3% | +20.3% | +8.7% |
| 1Y | +13.6% | -12.5% | +26.1% | +15.8% |
| All | +13.6% | -14.3% | +27.9% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling