+136.0%
GOOG vs TDY
+39.0%
+97.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.0% |
| 7D | 0.0% | -1.1% | +1.2% | +0.5% |
| 30D | -2.0% | -12.0% | +10.1% | +3.6% |
| 3M | -5.9% | -3.2% | -2.7% | -4.8% |
| 6M | +8.9% | -7.9% | +16.8% | +12.4% |
| YTD | +7.1% | +18.2% | -11.1% | -1.8% |
| 1Y | +39.7% | +6.7% | +33.0% | +33.9% |
| 3Y | +145.8% | +47.5% | +98.3% | +97.3% |
| All | +136.0% | +39.0% | +97.0% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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