+11,408.7%
GOOG vs TPR
+971.2%
+10,437.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +2.4% | +12.1% | -9.7% | -0.7% |
| 30D | -18.1% | +16.7% | -34.8% | -21.6% |
| 3M | -19.9% | -17.4% | -2.5% | -16.7% |
| 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% | -10.3% |
| 3Y | +114.5% | +415.0% | -300.5% | +30.4% |
| 5Y | +96.2% | +261.5% | -165.3% | +27.5% |
| 10Y | +654.4% | +383.3% | +271.0% | +296.6% |
| All | +11,408.7% | +971.2% | +10,437.6% | +3,721.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling