+145.8%
GOOG vs TT
+121.6%
+24.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +1.1% | +1.6% | -0.5% | +0.6% |
| 30D | -5.1% | -7.3% | +2.3% | -2.9% |
| 3M | -7.1% | -2.6% | -4.5% | -6.8% |
| 6M | +12.7% | +5.9% | +6.8% | +9.8% |
| YTD | +7.1% | +15.4% | -8.3% | +1.0% |
| 1Y | +43.6% | +8.2% | +35.4% | +38.2% |
| All | +145.8% | +121.6% | +24.2% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling