+242.6%
QCOM vs TDY
+434.3%
-191.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.3% |
| 7D | +4.3% | +4.1% | +0.2% | +1.9% |
| 30D | -0.1% | +5.7% | -5.8% | -3.0% |
| 3M | +5.2% | -4.4% | +9.7% | +8.1% |
| 6M | -18.4% | +1.2% | -19.6% | -18.6% |
| YTD | +2.4% | +26.0% | -23.6% | -10.7% |
| 1Y | +0.9% | +27.4% | -26.5% | -12.6% |
| 3Y | +48.4% | +67.5% | -19.1% | +8.3% |
| 5Y | +16.6% | +44.9% | -28.3% | -7.6% |
| All | +242.6% | +434.3% | -191.7% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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