+37.8%
QCOM vs TDG
+125.6%
-87.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.3% |
| 7D | +4.4% | -2.4% | +6.8% | +5.7% |
| 30D | +9.4% | -8.0% | +17.4% | +14.4% |
| 3M | -13.7% | -10.5% | -3.2% | -8.6% |
| 6M | +28.9% | -11.9% | +40.8% | +36.7% |
| YTD | +4.7% | -15.4% | +20.1% | +13.1% |
| 1Y | +13.5% | -14.2% | +27.7% | +20.9% |
| 3Y | +77.1% | +51.0% | +26.1% | +23.4% |
| All | +37.8% | +125.6% | -87.8% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling