+692.8%
GOOGL vs TT
+725.1%
-32.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.4% |
| 7D | +3.9% | +4.0% | -0.2% | +2.1% |
| 30D | -14.9% | -11.3% | -3.6% | -10.6% |
| 3M | -14.6% | -12.3% | -2.3% | -10.0% |
| 6M | -26.4% | -10.8% | -15.6% | -23.5% |
| YTD | -5.3% | +8.2% | -13.5% | -10.1% |
| 1Y | +6.5% | +1.5% | +5.0% | +3.9% |
| 3Y | +126.0% | +91.5% | +34.6% | +61.5% |
| 5Y | +100.8% | +130.2% | -29.4% | +27.6% |
| All | +692.8% | +725.1% | -32.3% | +173.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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