+13,507.3%
GOOGL vs TTMI
+1,149.8%
+12,357.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -10.0% | -3.0% |
| 7D | -2.3% | +5.9% | -8.1% | -3.6% |
| 30D | -6.6% | -4.3% | -2.2% | -6.4% |
| 3M | -8.9% | -32.0% | +23.1% | -3.7% |
| 6M | +11.9% | +19.5% | -7.6% | +2.8% |
| YTD | +8.3% | +82.0% | -73.7% | -10.4% |
| 1Y | +46.2% | +172.6% | -126.4% | +9.0% |
| 3Y | +151.9% | +744.7% | -592.8% | +41.6% |
| 5Y | +137.7% | +805.6% | -667.8% | +29.2% |
| 10Y | +757.6% | +1,057.6% | -300.0% | +320.9% |
| All | +13,507.3% | +1,149.8% | +12,357.5% | +5,265.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling