+13,507.3%
GOOGL vs TPR
+864.7%
+12,642.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 3M | -8.9% | -12.5% | +3.5% | -6.5% |
| 6M | +11.9% | -21.4% | +33.3% | +17.7% |
| YTD | +8.3% | -3.5% | +11.9% | +7.6% |
| 1Y | +46.2% | +17.4% | +28.9% | +37.1% |
| 3Y | +151.9% | +291.3% | -139.4% | +65.4% |
| 5Y | +137.7% | +241.9% | -104.2% | +57.2% |
| 10Y | +757.6% | +322.7% | +434.9% | +369.4% |
| All | +13,507.3% | +864.7% | +12,642.6% | +4,565.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling