+8.1%
GOOGL vs TDY
-7.1%
+15.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.5% |
| 7D | -1.9% | -1.8% | 0.0% | -1.0% |
| 30D | -7.5% | -13.8% | +6.3% | -1.0% |
| 3M | -9.2% | -3.9% | -5.3% | -8.0% |
| 6M | +8.1% | -9.0% | +17.1% | +14.2% |
| All | +8.1% | -7.1% | +15.2% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 6mo: compounded portfolio wealth divided by compounded TDY 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…
6mo analysis · Full analysis span regression · 6 months rolling