+767.4%
GOOG vs TLT
-20.6%
+788.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.5% |
| 7D | -2.5% | -1.6% | -0.9% | -2.7% |
| 30D | -3.6% | -1.3% | -2.3% | -3.8% |
| 3M | -6.4% | -3.7% | -2.7% | -6.9% |
| 6M | +7.8% | -6.4% | +14.1% | +6.7% |
| YTD | +5.5% | -4.5% | +10.0% | +4.8% |
| 1Y | +38.3% | -5.9% | +44.1% | +37.1% |
| 3Y | +143.1% | -2.8% | +145.9% | +142.0% |
| 5Y | +135.0% | -35.1% | +170.1% | +104.0% |
| All | +767.4% | -20.6% | +788.0% | +733.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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