+133.7%
GOOG vs TLT
-33.6%
+167.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | -5.1% | -0.3% | -4.8% | -5.0% |
| 3M | -7.1% | -1.7% | -5.3% | -6.9% |
| 6M | +12.7% | -4.9% | +17.6% | +13.2% |
| YTD | +7.1% | -2.8% | +9.9% | +7.4% |
| 1Y | +43.6% | -4.2% | +47.8% | +44.2% |
| 3Y | +146.8% | -1.1% | +147.9% | +144.8% |
| 5Y | +133.7% | -33.7% | +167.4% | +131.0% |
| All | +133.7% | -33.6% | +167.3% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling