+140.1%
GOOGL vs TTMI
+830.4%
-690.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | +1.1% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | -1.4% | -8.4% | +7.0% | -0.1% |
| 3M | -5.3% | -32.5% | +27.1% | +1.2% |
| 6M | +9.8% | +32.5% | -22.7% | -2.9% |
| YTD | +8.4% | +83.2% | -74.9% | -13.9% |
| 1Y | +41.2% | +161.7% | -120.5% | -0.9% |
| 3Y | +149.6% | +890.1% | -740.6% | +10.5% |
| All | +140.1% | +830.4% | -690.3% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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