+166.3%
GOOG vs TLN
+571.8%
-405.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +1.0% |
| 7D | -2.5% | +2.0% | -4.5% | -2.8% |
| 30D | -3.6% | -12.9% | +9.3% | -1.8% |
| 3M | -6.4% | -7.4% | +1.0% | -6.0% |
| 6M | +7.8% | -6.0% | +13.8% | +7.5% |
| YTD | +5.5% | -16.9% | +22.4% | +6.5% |
| 1Y | +38.3% | -22.6% | +60.9% | +40.8% |
| 3Y | +143.1% | +469.0% | -325.9% | +91.7% |
| All | +166.3% | +571.8% | -405.5% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling