+93.0%
GOOGL vs TEM
+61.6%
+31.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.3% | +0.9% | -3.2% | -2.4% |
| 30D | -6.6% | +38.4% | -44.9% | -9.5% |
| 3M | -8.9% | +23.7% | -32.6% | -11.2% |
| 6M | +11.9% | +26.0% | -14.1% | +8.5% |
| YTD | +8.3% | +9.4% | -1.1% | +5.9% |
| 1Y | +46.2% | -17.3% | +63.5% | +45.3% |
| All | +93.0% | +61.6% | +31.5% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling