+0.9%
QCOM vs TTD
-64.0%
+64.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.8% |
| 7D | +4.3% | +21.3% | -17.0% | +2.0% |
| 30D | -0.1% | +28.7% | -28.8% | -2.5% |
| 3M | +5.2% | +7.7% | -2.5% | +3.6% |
| 6M | -18.4% | -23.5% | +5.1% | -18.3% |
| YTD | +2.4% | -58.7% | +61.1% | +15.6% |
| 1Y | +0.9% | -63.4% | +64.3% | +19.9% |
| All | +0.9% | -64.0% | +64.8% | +19.9% |
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