+772.7%
GOOG vs TPR
+299.5%
+473.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.4% |
| 7D | -1.6% | -7.3% | +5.8% | +0.1% |
| 30D | -7.7% | -30.7% | +23.1% | -0.2% |
| 3M | -9.3% | -21.6% | +12.3% | -4.8% |
| 6M | +7.4% | -21.3% | +28.8% | +12.2% |
| YTD | +4.9% | -10.2% | +15.0% | +5.9% |
| 1Y | +37.2% | +9.5% | +27.7% | +31.8% |
| 3Y | +141.6% | +280.8% | -139.2% | +68.5% |
| 5Y | +128.8% | +218.7% | -90.0% | +62.1% |
| 10Y | +772.7% | +306.7% | +466.1% | +444.7% |
| All | +772.7% | +299.5% | +473.3% | +444.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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