+92.9%
GOOGL vs TT
+129.2%
-36.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -0.2% |
| 7D | +1.8% | -2.0% | +3.8% | +2.6% |
| 30D | -18.8% | -14.0% | -4.7% | -13.6% |
| 3M | -20.3% | -15.9% | -4.5% | -14.8% |
| 6M | -28.4% | -17.3% | -11.0% | -23.3% |
| YTD | -8.8% | +4.0% | -12.8% | -12.2% |
| 1Y | +0.3% | -7.1% | +7.4% | +1.5% |
| 3Y | +120.7% | +90.2% | +30.5% | +52.6% |
| All | +92.9% | +129.2% | -36.3% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling