+146.8%
GOOG vs TER
+278.1%
-131.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -0.7% |
| 7D | +1.1% | +11.0% | -9.9% | -0.7% |
| 30D | -5.1% | -1.9% | -3.2% | -5.1% |
| 3M | -7.1% | -0.7% | -6.4% | -9.0% |
| 6M | +12.7% | +36.4% | -23.7% | +1.2% |
| YTD | +7.1% | +92.4% | -85.4% | -12.1% |
| 1Y | +43.6% | +213.5% | -169.9% | +3.7% |
| 3Y | +146.8% | +277.2% | -130.5% | +61.6% |
| All | +146.8% | +278.1% | -131.4% | +61.6% |
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