+1,138.7%
GOOG vs TRU
+226.0%
+912.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -1.6% | -6.5% | +4.9% | +0.8% |
| 30D | -7.7% | -2.5% | -5.2% | -7.0% |
| 3M | -9.3% | +10.4% | -19.7% | -13.2% |
| 6M | +7.4% | +1.6% | +5.8% | +5.4% |
| YTD | +4.9% | -9.7% | +14.6% | +6.3% |
| 1Y | +37.2% | -17.3% | +54.5% | +42.6% |
| 3Y | +141.6% | -1.8% | +143.4% | +119.9% |
| 5Y | +128.8% | -36.2% | +165.0% | +144.9% |
| 10Y | +772.7% | +143.2% | +629.5% | +457.0% |
| All | +1,138.7% | +226.0% | +912.7% | +639.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling