+746.7%
GOOGL vs T
+63.2%
+683.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.9% |
| 7D | -1.9% | -3.1% | +1.2% | -1.2% |
| 30D | -7.5% | +4.6% | -12.0% | -8.4% |
| 3M | -9.2% | +12.2% | -21.4% | -11.7% |
| 6M | +8.1% | -6.5% | +14.5% | +9.3% |
| YTD | +5.8% | +4.9% | +1.0% | +3.7% |
| 1Y | +38.3% | -10.5% | +48.8% | +41.0% |
| 3Y | +144.8% | +104.6% | +40.2% | +88.4% |
| 5Y | +132.5% | +64.2% | +68.3% | +89.4% |
| 10Y | +746.7% | +68.4% | +678.2% | +571.8% |
| All | +746.7% | +63.2% | +683.5% | +571.8% |
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