+13,444.1%
GOOG vs T
+517.1%
+12,927.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.3% |
| 7D | -2.1% | -1.3% | -0.9% | -1.7% |
| 30D | -6.8% | +11.4% | -18.2% | -10.7% |
| 3M | -9.1% | +14.3% | -23.4% | -14.2% |
| 6M | +10.7% | -9.3% | +20.0% | +13.8% |
| YTD | +7.1% | +7.1% | 0.0% | +2.4% |
| 1Y | +44.6% | -9.1% | +53.7% | +47.5% |
| 3Y | +147.4% | +105.3% | +42.1% | +69.2% |
| 5Y | +133.8% | +66.8% | +67.0% | +70.3% |
| 10Y | +777.5% | +66.8% | +710.7% | +510.9% |
| All | +13,444.1% | +517.1% | +12,927.0% | +4,685.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling