+119.5%
GOOG vs TER
+207.3%
-87.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.3% | -6.3% | +0.7% |
| 7D | +1.2% | +5.9% | -4.7% | 0.0% |
| 30D | -16.7% | -30.8% | +14.0% | -12.3% |
| 3M | -15.2% | -29.9% | +14.7% | -11.6% |
| 6M | -24.8% | -27.5% | +2.7% | -23.8% |
| YTD | -7.2% | +37.5% | -44.7% | -19.8% |
| 1Y | -0.1% | +50.3% | -50.4% | -15.6% |
| All | +119.5% | +207.3% | -87.8% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling