+137.8%
GOOGL vs TPR
+242.8%
-105.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.3% | -2.3% | 0.0% | -1.7% |
| 30D | -6.6% | -23.0% | +16.4% | -0.8% |
| 3M | -8.9% | -12.5% | +3.5% | -6.7% |
| 6M | +11.9% | -21.4% | +33.3% | +17.4% |
| YTD | +8.3% | -3.5% | +11.9% | +7.3% |
| 1Y | +46.2% | +17.4% | +28.9% | +36.7% |
| 3Y | +151.9% | +291.3% | -139.4% | +58.4% |
| All | +137.8% | +242.8% | -105.0% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling