+30.9%
QCOM vs TTD
-81.6%
+112.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +1.0% |
| 7D | +3.3% | +6.3% | -3.0% | +1.9% |
| 30D | +7.7% | -23.9% | +31.6% | +12.8% |
| 3M | -30.1% | -31.4% | +1.3% | -25.2% |
| 6M | +22.8% | -42.7% | +65.5% | +34.3% |
| YTD | +0.2% | -62.0% | +62.2% | +20.2% |
| 1Y | +7.9% | -72.2% | +80.1% | +38.6% |
| 3Y | +55.8% | -81.9% | +137.8% | +99.0% |
| All | +30.9% | -81.6% | +112.5% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling