+70.4%
QCOM vs TDG
+50.2%
+20.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.0% |
| 7D | +4.4% | -2.4% | +6.8% | +5.4% |
| 30D | +9.4% | -8.0% | +17.4% | +13.1% |
| 3M | -13.7% | -10.5% | -3.2% | -9.8% |
| 6M | +28.9% | -11.9% | +40.8% | +34.7% |
| YTD | +4.7% | -15.4% | +20.1% | +11.0% |
| 1Y | +13.5% | -14.2% | +27.7% | +19.1% |
| All | +70.4% | +50.2% | +20.3% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling