+11,639.4%
GOOG vs TER
+1,918.7%
+9,720.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.3% | -6.3% | -0.4% |
| 7D | +1.2% | +5.9% | -4.7% | -1.2% |
| 30D | -16.7% | -30.8% | +14.0% | -8.4% |
| 3M | -15.2% | -29.9% | +14.7% | -8.5% |
| 6M | -24.8% | -27.5% | +2.7% | -22.9% |
| YTD | -7.2% | +37.5% | -44.7% | -24.9% |
| 1Y | -0.1% | +50.3% | -50.4% | -21.7% |
| 3Y | +118.8% | +204.9% | -86.0% | +26.4% |
| 5Y | +99.9% | +89.2% | +10.8% | +30.9% |
| 10Y | +678.2% | +1,077.0% | -398.8% | +166.6% |
| All | +11,639.4% | +1,918.7% | +9,720.7% | +2,445.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling