+11,715.7%
GOOG vs TLT
+91.6%
+11,624.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -1.1% |
| 7D | +3.0% | -3.1% | +6.1% | +2.0% |
| 30D | -14.9% | +1.0% | -15.9% | -14.5% |
| 3M | -14.9% | -2.7% | -12.2% | -15.6% |
| 6M | -26.6% | -4.1% | -22.5% | -27.6% |
| YTD | -6.6% | -5.4% | -1.2% | -8.3% |
| 1Y | +5.1% | -7.0% | +12.1% | +2.6% |
| 3Y | +121.0% | +2.8% | +118.1% | +124.7% |
| 5Y | +97.3% | -35.4% | +132.7% | +64.8% |
| 10Y | +683.2% | -13.1% | +696.4% | +675.2% |
| All | +11,715.7% | +91.6% | +11,624.1% | +16,997.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling