+514.4%
QCOM vs TDY
+7,137.3%
-6,623.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +3.3% | -1.8% | +5.1% | +4.0% |
| 30D | +7.7% | -10.7% | +18.4% | +12.1% |
| 3M | -30.1% | -1.3% | -28.8% | -29.7% |
| 6M | +22.8% | -10.6% | +33.4% | +27.9% |
| YTD | +0.2% | +19.6% | -19.4% | -6.2% |
| 1Y | +7.9% | +11.6% | -3.8% | +3.3% |
| 3Y | +55.8% | +45.2% | +10.6% | +35.5% |
| 5Y | +30.1% | +36.1% | -6.0% | +16.4% |
| 10Y | +248.9% | +458.8% | -210.0% | +94.3% |
| All | +514.4% | +7,137.3% | -6,623.0% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling