+99.2%
GOOG vs TLT
-35.4%
+134.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.7% |
| 7D | +4.8% | -2.7% | +7.5% | +5.1% |
| 30D | -15.5% | +2.2% | -17.6% | -15.7% |
| 3M | -13.7% | -1.7% | -11.9% | -13.6% |
| 6M | -23.0% | -4.0% | -19.0% | -22.7% |
| YTD | -5.7% | -4.9% | -0.7% | -5.3% |
| 1Y | +3.0% | -7.4% | +10.4% | +3.7% |
| 3Y | +122.4% | +3.0% | +119.4% | +120.3% |
| 5Y | +99.2% | -35.1% | +134.3% | +86.2% |
| All | +99.2% | -35.4% | +134.6% | +86.2% |
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