+128.8%
GOOG vs T
+63.3%
+65.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -2.0% |
| 7D | -1.6% | -3.1% | +1.5% | -1.5% |
| 30D | -7.7% | +4.6% | -12.2% | -7.8% |
| 3M | -9.3% | +12.2% | -21.5% | -9.6% |
| 6M | +7.4% | -6.5% | +13.9% | +8.0% |
| YTD | +4.9% | +4.9% | 0.0% | +4.4% |
| 1Y | +37.2% | -10.5% | +47.7% | +38.4% |
| 3Y | +141.6% | +104.6% | +37.0% | +112.2% |
| 5Y | +128.8% | +64.2% | +64.5% | +115.4% |
| All | +128.8% | +63.3% | +65.4% | +115.4% |
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