+13,193.3%
GOOGL vs TDY
+2,353.5%
+10,839.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.7% |
| 7D | -1.9% | -1.8% | 0.0% | -1.2% |
| 30D | -7.5% | -13.8% | +6.3% | -2.2% |
| 3M | -9.2% | -3.9% | -5.3% | -8.0% |
| 6M | +8.1% | -9.0% | +17.1% | +11.6% |
| YTD | +5.8% | +16.5% | -10.7% | -0.9% |
| 1Y | +38.3% | +9.3% | +29.1% | +32.4% |
| 3Y | +144.8% | +45.1% | +99.7% | +107.3% |
| 5Y | +132.5% | +35.0% | +97.6% | +101.3% |
| 10Y | +746.7% | +469.0% | +277.7% | +315.7% |
| All | +13,193.3% | +2,353.5% | +10,839.8% | +3,880.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling