+19.7%
QCOM vs TTD
-82.3%
+102.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.9% | +0.9% |
| 7D | +2.0% | +20.8% | -18.8% | -2.4% |
| 30D | +1.2% | +33.8% | -32.6% | -5.3% |
| 3M | +9.1% | +17.8% | -8.7% | +4.7% |
| 6M | -25.0% | -25.7% | +0.8% | -21.6% |
| YTD | +4.8% | -57.9% | +62.7% | +23.8% |
| 1Y | +3.6% | -63.8% | +67.4% | +26.9% |
| 3Y | +51.5% | -75.0% | +126.5% | +80.7% |
| 5Y | +19.7% | -82.5% | +102.3% | +45.8% |
| All | +19.7% | -82.3% | +102.0% | +45.8% |
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 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