+5.1%
GOOG vs T
-9.4%
+14.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.0% | +2.5% | +0.5% | +3.4% |
| 30D | -14.9% | -3.8% | -11.1% | -15.0% |
| 3M | -14.9% | -8.7% | -6.2% | -15.4% |
| 6M | -26.6% | -8.1% | -18.5% | -26.2% |
| YTD | -6.6% | -6.4% | -0.2% | -7.8% |
| 1Y | +5.1% | -9.8% | +14.8% | +3.8% |
| All | +5.1% | -9.4% | +14.5% | +3.8% |
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