+772.7%
GOOG vs TMF
-86.2%
+858.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.2% |
| 7D | -1.6% | -0.9% | -0.7% | -1.6% |
| 30D | -7.7% | -1.0% | -6.7% | -7.7% |
| 3M | -9.3% | -11.3% | +2.0% | -9.8% |
| 6M | +7.4% | -22.7% | +30.2% | +6.2% |
| YTD | +4.9% | -17.3% | +22.2% | +4.0% |
| 1Y | +37.2% | -22.5% | +59.7% | +35.7% |
| 3Y | +141.6% | -43.2% | +184.8% | +136.1% |
| 5Y | +128.8% | -88.3% | +217.1% | +91.8% |
| 10Y | +772.7% | -86.0% | +858.8% | +707.3% |
| All | +772.7% | -86.2% | +858.9% | +707.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling