+99.9%
GOOG vs T
+57.2%
+42.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +2.0% |
| 7D | +1.2% | +2.0% | -0.8% | +1.1% |
| 30D | -16.7% | -1.0% | -15.7% | -16.7% |
| 3M | -15.2% | -8.1% | -7.1% | -15.0% |
| 6M | -24.8% | -8.3% | -16.5% | -24.4% |
| YTD | -7.2% | -6.1% | -1.1% | -7.2% |
| 1Y | -0.1% | -7.4% | +7.3% | -0.1% |
| 3Y | +118.8% | +65.4% | +53.4% | +97.0% |
| 5Y | +99.9% | +57.6% | +42.3% | +85.1% |
| All | +99.9% | +57.2% | +42.7% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling