+7.4%
GOOG vs TRU
+1.2%
+6.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -1.6% | -6.5% | +4.9% | -0.1% |
| 30D | -7.7% | -2.5% | -5.2% | -7.2% |
| 3M | -9.3% | +10.4% | -19.7% | -11.7% |
| 6M | +7.4% | +1.6% | +5.8% | +8.0% |
| All | +7.4% | +1.2% | +6.3% | +8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling