+767.4%
GOOG vs TT
+954.8%
-187.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | -2.5% | -1.0% | -1.5% | -2.1% |
| 30D | -3.6% | -8.9% | +5.3% | +0.1% |
| 3M | -6.4% | -1.8% | -4.6% | -6.2% |
| 6M | +7.8% | +1.9% | +5.9% | +6.0% |
| YTD | +5.5% | +13.8% | -8.3% | -1.6% |
| 1Y | +38.3% | +6.1% | +32.1% | +32.7% |
| 3Y | +143.1% | +119.6% | +23.5% | +64.0% |
| 5Y | +135.0% | +145.9% | -10.9% | +46.4% |
| All | +767.4% | +954.8% | -187.4% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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