+750.9%
GOOGL vs TPR
+305.2%
+445.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.8% |
| 7D | +1.1% | -3.4% | +4.4% | +1.8% |
| 30D | -4.4% | -27.3% | +22.9% | +2.1% |
| 3M | -6.8% | -16.2% | +9.4% | -3.7% |
| 6M | +13.6% | -17.9% | +31.5% | +17.5% |
| YTD | +8.3% | -7.1% | +15.4% | +8.5% |
| 1Y | +44.9% | +13.6% | +31.3% | +38.1% |
| 3Y | +150.5% | +293.7% | -143.3% | +73.2% |
| 5Y | +137.7% | +239.1% | -101.4% | +66.0% |
| 10Y | +750.9% | +311.2% | +439.7% | +426.1% |
| All | +750.9% | +305.2% | +445.7% | +426.1% |
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