+13,447.0%
GOOG vs TFC
+200.4%
+13,246.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.2% | +0.7% |
| 7D | +1.1% | +2.2% | -1.2% | +0.3% |
| 30D | -5.1% | -2.5% | -2.6% | -4.3% |
| 3M | -7.1% | +4.5% | -11.6% | -8.7% |
| 6M | +12.7% | +11.0% | +1.7% | +8.5% |
| YTD | +7.1% | +5.9% | +1.2% | +4.5% |
| 1Y | +43.6% | +14.6% | +29.0% | +36.3% |
| 3Y | +146.8% | +96.7% | +50.0% | +92.7% |
| 5Y | +133.7% | +15.6% | +118.1% | +111.5% |
| 10Y | +773.3% | +98.6% | +674.7% | +513.5% |
| All | +13,447.0% | +200.4% | +13,246.5% | +7,166.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling