+13,444.1%
GOOG vs TLT
+96.8%
+13,347.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -2.1% | -0.4% | -1.7% | -2.3% |
| 30D | -6.8% | -0.6% | -6.3% | -7.0% |
| 3M | -9.1% | -2.7% | -6.4% | -9.9% |
| 6M | +10.7% | -5.6% | +16.3% | +8.5% |
| YTD | +7.1% | -2.8% | +9.8% | +6.0% |
| 1Y | +44.6% | -1.4% | +46.1% | +43.9% |
| 3Y | +147.4% | -1.6% | +149.0% | +146.7% |
| 5Y | +133.8% | -33.8% | +167.6% | +96.5% |
| 10Y | +777.5% | -21.1% | +798.7% | +723.9% |
| All | +13,444.1% | +96.8% | +13,347.3% | +19,656.3% |
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