+13,444.1%
GOOG vs TT
+3,102.6%
+10,341.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.4% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -6.8% | -7.2% | +0.3% | -4.1% |
| 3M | -9.1% | -3.0% | -6.1% | -8.4% |
| 6M | +10.7% | +1.4% | +9.4% | +9.3% |
| YTD | +7.1% | +15.9% | -8.8% | -0.4% |
| 1Y | +44.6% | +9.4% | +35.2% | +37.5% |
| 3Y | +147.4% | +124.4% | +23.1% | +71.6% |
| 5Y | +133.8% | +138.0% | -4.2% | +56.0% |
| 10Y | +777.5% | +886.4% | -108.9% | +220.3% |
| All | +13,444.1% | +3,102.6% | +10,341.5% | +2,695.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling