+142.1%
GOOG vs TTMI
+844.7%
-702.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | -2.5% | +6.0% | -8.5% | -3.5% |
| 30D | -3.6% | -6.4% | +2.8% | -3.0% |
| 3M | -6.4% | -28.9% | +22.5% | -2.2% |
| 6M | +7.8% | +26.9% | -19.1% | -1.7% |
| YTD | +5.5% | +77.3% | -71.8% | -12.1% |
| 1Y | +38.3% | +147.5% | -109.2% | +4.2% |
| All | +142.1% | +844.7% | -702.6% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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