+164.7%
GOOG vs TLN
+589.3%
-424.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.8% |
| 7D | -1.6% | +5.8% | -7.4% | -2.4% |
| 30D | -7.7% | -6.9% | -0.8% | -6.9% |
| 3M | -9.3% | -10.9% | +1.6% | -8.3% |
| 6M | +7.4% | -4.6% | +12.1% | +6.9% |
| YTD | +4.9% | -14.7% | +19.6% | +5.5% |
| 1Y | +37.2% | -17.9% | +55.1% | +38.4% |
| 3Y | +141.6% | +483.9% | -342.3% | +89.8% |
| All | +164.7% | +589.3% | -424.6% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling