+123.1%
GOOG vs TLT
+4.0%
+119.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.7% |
| 7D | +4.8% | -2.7% | +7.5% | +4.9% |
| 30D | -15.5% | +2.2% | -17.6% | -15.6% |
| 3M | -13.7% | -1.7% | -11.9% | -13.6% |
| 6M | -23.0% | -4.0% | -19.0% | -22.8% |
| YTD | -5.7% | -4.9% | -0.7% | -5.4% |
| 1Y | +3.0% | -7.4% | +10.4% | +3.2% |
| All | +123.1% | +4.0% | +119.1% | +115.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling