+750.9%
GOOGL vs TT
+899.5%
-148.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +1.1% | +1.6% | -0.5% | +0.4% |
| 30D | -4.4% | -7.3% | +2.9% | -1.5% |
| 3M | -6.8% | -2.6% | -4.2% | -6.3% |
| 6M | +13.6% | +5.9% | +7.7% | +9.9% |
| YTD | +8.3% | +15.4% | -7.1% | +0.4% |
| 1Y | +44.9% | +8.2% | +36.7% | +37.9% |
| 3Y | +150.5% | +122.7% | +27.8% | +68.1% |
| 5Y | +137.7% | +145.0% | -7.2% | +48.4% |
| 10Y | +750.9% | +893.7% | -142.8% | +196.2% |
| All | +750.9% | +899.5% | -148.6% | +196.2% |
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