+223.0%
QCOM vs TTD
+345.6%
-122.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.2% | -6.3% | -8.9% |
| 7D | -15.5% | -1.9% | -13.5% | -15.0% |
| 30D | -13.4% | +7.5% | -20.9% | -14.6% |
| 3M | 0.0% | -32.4% | +32.5% | +6.8% |
| 6M | -15.2% | -47.9% | +32.7% | -5.6% |
| YTD | -6.9% | -66.3% | +59.3% | +11.9% |
| 1Y | -11.0% | -73.1% | +62.2% | +11.9% |
| 3Y | +39.8% | -83.8% | +123.6% | +79.7% |
| 5Y | +7.2% | -81.3% | +88.5% | +25.1% |
| 10Y | +207.7% | +436.7% | -229.0% | +149.6% |
| All | +223.0% | +345.6% | -122.6% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling