+13.6%
QCOM vs TDY
+9.8%
+3.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +4.9% | -1.9% | +6.8% | +5.9% |
| 30D | +9.3% | -12.5% | +21.8% | +16.9% |
| 3M | -7.0% | -0.8% | -6.2% | -6.7% |
| 6M | +32.0% | -9.0% | +41.0% | +36.3% |
| YTD | +5.0% | +16.8% | -11.8% | -1.0% |
| 1Y | +13.6% | +9.5% | +4.1% | +9.8% |
| All | +13.6% | +9.8% | +3.8% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling