+678.2%
GOOG vs TMF
-81.8%
+760.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +1.2% | -3.4% | +4.5% | +1.0% |
| 30D | -16.7% | +11.5% | -28.2% | -16.3% |
| 3M | -15.2% | -4.5% | -10.7% | -15.3% |
| 6M | -24.8% | -15.0% | -9.8% | -25.3% |
| YTD | -7.2% | -19.9% | +12.6% | -8.1% |
| 1Y | -0.1% | -26.6% | +26.4% | -1.5% |
| 3Y | +118.8% | -29.8% | +148.7% | +117.1% |
| 5Y | +99.9% | -88.2% | +188.1% | +67.0% |
| 10Y | +678.2% | -81.4% | +759.6% | +626.6% |
| All | +678.2% | -81.8% | +760.0% | +626.6% |
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