+622.2%
GOOGL vs TPR
+403.1%
+219.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.6% |
| 7D | +3.3% | +12.7% | -9.4% | +0.5% |
| 30D | -18.1% | +17.1% | -35.1% | -21.1% |
| 3M | -18.6% | -15.9% | -2.7% | -16.1% |
| 6M | -28.0% | +2.6% | -30.6% | -29.2% |
| YTD | -7.8% | +7.5% | -15.3% | -10.9% |
| 1Y | +3.6% | +32.9% | -29.3% | -4.7% |
| 3Y | +123.4% | +413.8% | -290.5% | +45.1% |
| 5Y | +95.3% | +263.9% | -168.5% | +34.1% |
| 10Y | +622.2% | +389.7% | +232.5% | +339.8% |
| All | +622.2% | +403.1% | +219.0% | +339.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling