+247.7%
QCOM vs TTD
+401.9%
-154.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.9% |
| 7D | +3.3% | +6.3% | -3.0% | +2.1% |
| 30D | +7.7% | -23.9% | +31.6% | +12.4% |
| 3M | -30.1% | -31.4% | +1.3% | -25.7% |
| 6M | +22.8% | -42.7% | +65.5% | +33.2% |
| YTD | +0.2% | -62.0% | +62.2% | +17.7% |
| 1Y | +7.9% | -72.2% | +80.1% | +34.5% |
| 3Y | +55.8% | -81.9% | +137.8% | +96.0% |
| 5Y | +30.1% | -81.5% | +111.6% | +51.1% |
| All | +247.7% | +401.9% | -154.2% | +173.4% |
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