+11,639.4%
GOOG vs TT
+2,937.7%
+8,701.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.6% |
| 7D | +1.2% | +3.5% | -2.3% | -0.3% |
| 30D | -16.7% | -11.0% | -5.7% | -12.8% |
| 3M | -15.2% | -12.0% | -3.2% | -11.0% |
| 6M | -24.8% | -10.4% | -14.3% | -22.0% |
| YTD | -7.2% | +9.9% | -17.1% | -12.0% |
| 1Y | -0.1% | +1.5% | -1.6% | -2.2% |
| 3Y | +118.8% | +93.7% | +25.1% | +61.5% |
| 5Y | +99.9% | +139.2% | -39.3% | +33.1% |
| 10Y | +678.2% | +741.5% | -63.3% | +202.6% |
| All | +11,639.4% | +2,937.7% | +8,701.7% | +2,368.6% |
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