+44.5%
GOOG vs T
-7.8%
+52.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.5% |
| 7D | -2.2% | -1.3% | -0.9% | -2.4% |
| 30D | -6.9% | +11.4% | -18.3% | -4.8% |
| 3M | -9.1% | +14.3% | -23.4% | -6.1% |
| 6M | +10.6% | -9.3% | +19.9% | +9.8% |
| YTD | +7.0% | +7.1% | -0.1% | +8.0% |
| 1Y | +44.5% | -9.1% | +53.6% | +50.0% |
| All | +44.5% | -7.8% | +52.4% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 1y: compounded portfolio wealth divided by compounded T 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…
1y analysis · Full analysis span regression · 6 months rolling