+146.8%
GOOG vs T
+105.3%
+41.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +1.1% | -1.5% | +2.6% | +0.9% |
| 30D | -5.1% | +7.6% | -12.7% | -4.0% |
| 3M | -7.1% | +15.3% | -22.4% | -4.8% |
| 6M | +12.7% | -8.5% | +21.1% | +12.0% |
| YTD | +7.1% | +6.8% | +0.3% | +8.4% |
| 1Y | +43.6% | -7.2% | +50.8% | +43.4% |
| 3Y | +146.8% | +108.2% | +38.5% | +149.5% |
| All | +146.8% | +105.3% | +41.5% | +149.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling