+120.7%
GOOGL vs TT
+89.7%
+31.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | 0.0% |
| 7D | +1.8% | -2.0% | +3.8% | +2.4% |
| 30D | -18.8% | -14.0% | -4.7% | -14.7% |
| 3M | -20.3% | -15.9% | -4.5% | -16.0% |
| 6M | -28.4% | -17.3% | -11.0% | -24.4% |
| YTD | -8.8% | +4.0% | -12.8% | -11.4% |
| 1Y | +0.3% | -7.1% | +7.4% | +1.3% |
| 3Y | +120.7% | +90.2% | +30.5% | +85.8% |
| All | +120.7% | +89.7% | +31.0% | +85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling