+48.9%
QCOM vs TTD
-75.0%
+123.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.6% |
| 7D | +5.5% | +19.9% | -14.4% | +2.2% |
| 30D | -1.1% | +27.6% | -28.8% | -5.2% |
| 3M | +7.6% | +15.2% | -7.6% | +4.7% |
| 6M | -20.1% | -33.2% | +13.1% | -15.9% |
| YTD | +3.0% | -59.4% | +62.4% | +18.6% |
| 1Y | +3.2% | -64.4% | +67.6% | +22.0% |
| 3Y | +48.9% | -75.9% | +124.8% | +62.8% |
| All | +48.9% | -75.0% | +123.9% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling