+11,830.0%
GOOG vs TT
+2,932.1%
+8,898.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +4.8% | +8.1% | -3.2% | +1.6% |
| 30D | -15.5% | -11.3% | -4.2% | -11.4% |
| 3M | -13.7% | -11.2% | -2.5% | -9.8% |
| 6M | -23.0% | -8.9% | -14.0% | -20.7% |
| YTD | -5.7% | +9.7% | -15.4% | -10.5% |
| 1Y | +3.0% | +1.3% | +1.8% | +1.0% |
| 3Y | +122.4% | +93.4% | +29.0% | +64.2% |
| 5Y | +99.2% | +133.5% | -34.3% | +33.9% |
| 10Y | +690.8% | +739.9% | -49.1% | +207.8% |
| All | +11,830.0% | +2,932.1% | +8,898.0% | +2,410.5% |
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