+44.5%
GOOG vs TFC
+15.4%
+29.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.2% | +2.4% | -4.6% | -2.7% |
| 30D | -6.9% | -1.3% | -5.6% | -6.7% |
| 3M | -9.1% | +6.1% | -15.2% | -10.5% |
| 6M | +10.6% | +7.3% | +3.3% | +8.0% |
| YTD | +7.0% | +8.2% | -1.2% | +3.7% |
| 1Y | +44.5% | +14.4% | +30.1% | +32.9% |
| All | +44.5% | +15.4% | +29.2% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling