+13,164.2%
GOOG vs TRV
+1,651.6%
+11,512.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -1.6% | +0.2% | -1.7% | -1.6% |
| 30D | -7.7% | -2.3% | -5.3% | -6.9% |
| 3M | -9.3% | +22.7% | -32.0% | -16.4% |
| 6M | +7.4% | +21.9% | -14.5% | -0.9% |
| YTD | +4.9% | +27.5% | -22.6% | -5.1% |
| 1Y | +37.2% | +36.2% | +1.0% | +20.8% |
| 3Y | +141.6% | +140.6% | +1.0% | +65.7% |
| 5Y | +128.8% | +154.5% | -25.8% | +50.9% |
| 10Y | +772.7% | +295.4% | +477.3% | +357.8% |
| All | +13,164.2% | +1,651.6% | +11,512.6% | +4,273.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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