+373.6%
GOOG vs TE
-48.3%
+421.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.0% | -10.0% | -0.6% |
| 7D | +1.1% | +18.2% | -17.1% | 0.0% |
| 30D | -5.1% | -13.5% | +8.4% | -4.4% |
| 3M | -7.1% | -44.6% | +37.5% | -4.5% |
| 6M | +12.7% | -24.7% | +37.4% | +11.7% |
| YTD | +7.1% | -24.3% | +31.3% | +5.1% |
| 1Y | +43.6% | +155.6% | -112.0% | +25.6% |
| 3Y | +146.8% | -18.3% | +165.0% | +127.7% |
| 5Y | +133.7% | -41.3% | +175.0% | +114.3% |
| All | +373.6% | -48.3% | +421.9% | +371.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling