+148.5%
GOOG vs TPR
+308.4%
-159.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -2.1% | -2.3% | +0.2% | -1.7% |
| 30D | -6.8% | -23.0% | +16.1% | -2.9% |
| 3M | -9.1% | -12.5% | +3.4% | -7.5% |
| 6M | +10.7% | -21.4% | +32.1% | +14.3% |
| YTD | +7.1% | -3.5% | +10.6% | +6.6% |
| 1Y | +44.6% | +17.4% | +27.3% | +38.5% |
| All | +148.5% | +308.4% | -159.9% | +96.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling