+88.6%
GOOGL vs TEM
+53.2%
+35.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.7% | +2.4% | -1.9% |
| 7D | -1.9% | -1.1% | -0.8% | -1.8% |
| 30D | -7.5% | +11.3% | -18.8% | -8.7% |
| 3M | -9.2% | +25.5% | -34.7% | -11.5% |
| 6M | +8.1% | +17.1% | -9.1% | +5.5% |
| YTD | +5.8% | +3.8% | +2.1% | +3.9% |
| 1Y | +38.3% | -24.4% | +62.7% | +38.4% |
| All | +88.6% | +53.2% | +35.4% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 5y: compounded portfolio wealth divided by compounded TEM 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…
5y analysis · Full analysis span regression · 6 months rolling