+54.3%
QCOM vs TTD
-81.8%
+136.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.8% |
| 7D | +3.3% | +6.3% | -3.0% | +2.3% |
| 30D | +7.7% | -23.9% | +31.6% | +11.6% |
| 3M | -30.1% | -31.4% | +1.3% | -26.3% |
| 6M | +22.8% | -42.7% | +65.5% | +31.8% |
| YTD | +0.2% | -62.0% | +62.2% | +16.4% |
| 1Y | +7.9% | -72.2% | +80.1% | +32.7% |
| All | +54.3% | -81.8% | +136.1% | +82.8% |
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