+145.8%
GOOG vs TRU
-1.3%
+147.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.6% | +1.3% |
| 7D | 0.0% | -2.7% | +2.8% | +0.6% |
| 30D | -2.0% | -2.0% | +0.1% | -1.6% |
| 3M | -5.9% | +18.4% | -24.3% | -9.1% |
| 6M | +8.9% | +8.9% | 0.0% | +6.5% |
| YTD | +7.1% | -8.9% | +16.0% | +7.9% |
| 1Y | +39.7% | -15.9% | +55.6% | +42.7% |
| 3Y | +145.8% | -1.1% | +146.9% | +153.5% |
| All | +145.8% | -1.3% | +147.1% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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