+96.0%
GOOG vs TPR
+243.8%
-147.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +2.4% | +12.1% | -9.7% | -0.5% |
| 30D | -18.1% | +16.7% | -34.8% | -21.4% |
| 3M | -19.9% | -17.4% | -2.5% | -16.5% |
| 6M | -28.2% | +2.3% | -30.4% | -29.5% |
| YTD | -9.0% | +7.1% | -16.2% | -12.6% |
| 1Y | -1.7% | +29.5% | -31.2% | -10.6% |
| 3Y | +114.5% | +415.0% | -300.5% | +20.1% |
| All | +96.0% | +243.8% | -147.8% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling