+702.3%
GOOG vs TER
+998.2%
-295.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | +0.5% |
| 7D | +3.0% | +14.4% | -11.3% | -1.0% |
| 30D | -14.9% | -30.6% | +15.7% | -6.9% |
| 3M | -14.9% | -39.2% | +24.3% | -4.8% |
| 6M | -26.6% | -31.3% | +4.7% | -24.0% |
| YTD | -6.6% | +29.1% | -35.7% | -24.1% |
| 1Y | +5.1% | +47.4% | -42.4% | -18.6% |
| 3Y | +121.0% | +191.2% | -70.3% | +22.9% |
| 5Y | +97.3% | +74.0% | +23.3% | +27.3% |
| All | +702.3% | +998.2% | -295.8% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 10y: compounded portfolio wealth divided by compounded TER 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…
10y analysis · Full analysis span regression · 6 months rolling