+216.5%
QCOM vs TTD
+435.2%
-218.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.3% |
| 7D | +0.4% | +5.2% | -4.8% | -0.6% |
| 30D | -6.6% | +6.9% | -13.6% | -7.8% |
| 3M | +3.7% | -26.8% | +30.5% | +9.2% |
| 6M | -13.3% | -46.1% | +32.8% | -3.9% |
| YTD | -1.8% | -65.9% | +64.2% | +18.4% |
| 1Y | -2.5% | -71.8% | +69.3% | +22.1% |
| 3Y | +47.0% | -83.3% | +130.3% | +89.0% |
| 5Y | +13.1% | -81.1% | +94.3% | +32.0% |
| All | +216.5% | +435.2% | -218.7% | +129.3% |
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