+145.8%
GOOG vs TE
-26.8%
+172.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.5% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -2.0% | -5.9% | +4.0% | -1.8% |
| 3M | -5.9% | -45.6% | +39.7% | -4.2% |
| 6M | +8.9% | -43.4% | +52.3% | +9.7% |
| YTD | +7.1% | -31.0% | +38.1% | +6.4% |
| 1Y | +39.7% | +145.2% | -105.5% | +29.5% |
| 3Y | +145.8% | -24.1% | +169.9% | +155.2% |
| All | +145.8% | -26.8% | +172.7% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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