+7.9%
QCOM vs TTD
-73.2%
+81.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.5% |
| 7D | +3.3% | +6.3% | -3.0% | +2.8% |
| 30D | +7.7% | -23.9% | +31.6% | +9.8% |
| 3M | -30.1% | -31.4% | +1.3% | -27.5% |
| 6M | +22.8% | -42.7% | +65.5% | +28.7% |
| YTD | +0.2% | -62.0% | +62.2% | +17.4% |
| 1Y | +7.9% | -72.2% | +80.1% | +38.1% |
| All | +7.9% | -73.2% | +81.1% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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