+230.9%
QCOM vs TTD
+574.0%
-343.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +15.5% | -11.8% | +0.6% |
| 7D | +5.8% | +19.0% | -13.2% | +2.1% |
| 30D | -2.3% | +23.6% | -25.9% | -6.4% |
| 3M | +2.7% | +8.2% | -5.5% | +0.7% |
| 6M | -21.0% | -35.3% | +14.3% | -15.7% |
| YTD | +1.8% | -60.7% | +62.5% | +19.1% |
| 1Y | +2.4% | -65.3% | +67.7% | +22.8% |
| 3Y | +52.1% | -80.6% | +132.7% | +89.5% |
| 5Y | +14.6% | -84.6% | +99.3% | +39.0% |
| 10Y | +230.9% | +550.5% | -319.7% | +133.4% |
| All | +230.9% | +574.0% | -343.2% | +133.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling