+767.4%
GOOG vs T
+71.7%
+695.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.3% |
| 7D | -2.5% | -2.4% | -0.1% | -2.0% |
| 30D | -3.6% | +4.3% | -7.9% | -4.5% |
| 3M | -6.4% | +11.6% | -18.0% | -8.9% |
| 6M | +7.8% | -5.6% | +13.4% | +8.8% |
| YTD | +5.5% | +6.6% | -1.1% | +3.0% |
| 1Y | +38.3% | -8.4% | +46.6% | +40.2% |
| 3Y | +143.1% | +107.8% | +35.2% | +86.5% |
| 5Y | +135.0% | +68.3% | +66.7% | +90.1% |
| All | +767.4% | +71.7% | +695.7% | +594.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling