+692.8%
GOOGL vs T
+60.4%
+632.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.9% | +2.5% | +1.3% | +3.3% |
| 30D | -14.9% | -3.8% | -11.1% | -14.4% |
| 3M | -14.6% | -8.7% | -5.8% | -13.2% |
| 6M | -26.4% | -8.1% | -18.3% | -25.6% |
| YTD | -5.3% | -6.4% | +1.1% | -5.3% |
| 1Y | +6.5% | -9.8% | +16.2% | +7.4% |
| 3Y | +126.0% | +65.5% | +60.6% | +84.3% |
| 5Y | +100.8% | +57.0% | +43.9% | +62.6% |
| All | +692.8% | +60.4% | +632.5% | +528.3% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 10y: compounded portfolio wealth divided by compounded T 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…
10y analysis · Full analysis span regression · 6 months rolling