+138.3%
GOOGL vs TRV
+154.6%
-16.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -2.8% | -1.5% | -1.3% | -2.6% |
| 30D | -3.2% | -1.8% | -1.4% | -3.0% |
| 3M | -6.6% | +21.6% | -28.2% | -9.3% |
| 6M | +8.5% | +22.5% | -14.0% | +5.2% |
| YTD | +6.5% | +28.1% | -21.7% | +2.5% |
| 1Y | +39.4% | +37.0% | +2.4% | +32.7% |
| 3Y | +146.2% | +141.9% | +4.3% | +102.7% |
| 5Y | +138.3% | +158.5% | -20.2% | +88.9% |
| All | +138.3% | +154.6% | -16.3% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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