+622.2%
GOOGL vs TT
+782.6%
-160.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.5% | -0.8% |
| 7D | +3.3% | +1.7% | +1.5% | +2.4% |
| 30D | -18.1% | -11.8% | -6.2% | -13.7% |
| 3M | -18.6% | -12.6% | -6.0% | -14.2% |
| 6M | -28.0% | -9.4% | -18.7% | -25.7% |
| YTD | -7.8% | +8.8% | -16.6% | -12.6% |
| 1Y | +3.6% | -2.5% | +6.1% | +2.9% |
| 3Y | +123.4% | +95.7% | +27.7% | +58.2% |
| 5Y | +95.3% | +135.7% | -40.4% | +22.9% |
| 10Y | +622.2% | +750.6% | -128.4% | +151.3% |
| All | +622.2% | +782.6% | -160.4% | +151.3% |
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