+780.7%
GOOG vs TRI
+196.2%
+584.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.9% |
| 7D | 0.0% | -7.9% | +7.9% | +3.0% |
| 30D | -2.0% | -4.5% | +2.5% | -0.7% |
| 3M | -5.9% | +22.1% | -28.0% | -14.4% |
| 6M | +8.9% | -2.8% | +11.7% | +7.4% |
| YTD | +7.1% | -23.4% | +30.5% | +17.0% |
| 1Y | +39.7% | -41.5% | +81.2% | +75.5% |
| 3Y | +145.8% | -19.2% | +165.1% | +142.6% |
| 5Y | +138.6% | -9.4% | +148.0% | +115.7% |
| All | +780.7% | +196.2% | +584.5% | +342.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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