+13,447.0%
GOOG vs TTMI
+1,187.1%
+12,259.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.6% |
| 7D | +1.1% | +12.2% | -11.1% | -1.4% |
| 30D | -5.1% | -5.7% | +0.7% | -4.5% |
| 3M | -7.1% | -27.5% | +20.4% | -2.9% |
| 6M | +12.7% | +47.1% | -34.5% | -0.8% |
| YTD | +7.1% | +87.5% | -80.4% | -11.9% |
| 1Y | +43.6% | +175.2% | -131.6% | +7.0% |
| 3Y | +146.8% | +901.9% | -755.2% | +34.1% |
| 5Y | +133.7% | +843.5% | -709.8% | +26.2% |
| 10Y | +773.3% | +1,077.0% | -303.6% | +328.0% |
| All | +13,447.0% | +1,187.1% | +12,259.9% | +5,220.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling