+136.0%
GOOG vs TFC
+15.3%
+120.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | 0.0% | -2.4% | +2.5% | +0.8% |
| 30D | -2.0% | -3.4% | +1.4% | -0.9% |
| 3M | -5.9% | +0.4% | -6.3% | -6.2% |
| 6M | +8.9% | +12.7% | -3.8% | +4.5% |
| YTD | +7.1% | +5.6% | +1.5% | +4.6% |
| 1Y | +39.7% | +16.0% | +23.7% | +32.0% |
| 3Y | +145.8% | +94.0% | +51.9% | +93.0% |
| All | +136.0% | +15.3% | +120.8% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling