+38.3%
GOOG vs TLT
-5.5%
+43.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.2% |
| 7D | -2.5% | -1.6% | -0.9% | -1.7% |
| 30D | -3.6% | -1.3% | -2.3% | -3.0% |
| 3M | -6.4% | -3.7% | -2.7% | -4.6% |
| 6M | +7.8% | -6.4% | +14.1% | +11.1% |
| YTD | +5.5% | -4.5% | +10.0% | +8.6% |
| 1Y | +38.3% | -5.9% | +44.1% | +42.5% |
| All | +38.3% | -5.5% | +43.8% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling