+152.6%
GOOGL vs T
+106.0%
+46.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.4% |
| 7D | -2.3% | -1.3% | -1.0% | -2.5% |
| 30D | -6.6% | +11.4% | -17.9% | -5.0% |
| 3M | -8.9% | +14.3% | -23.2% | -6.8% |
| 6M | +11.9% | -9.3% | +21.1% | +11.0% |
| YTD | +8.3% | +7.1% | +1.2% | +9.8% |
| 1Y | +46.2% | -9.1% | +55.3% | +45.5% |
| All | +152.6% | +106.0% | +46.6% | +155.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling