+146.8%
GOOG vs TMF
-42.4%
+189.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.1% | +1.0% | +0.1% | +1.0% |
| 30D | -5.1% | -1.8% | -3.2% | -5.0% |
| 3M | -7.1% | -8.2% | +1.2% | -6.8% |
| 6M | +12.7% | -19.5% | +32.1% | +13.3% |
| YTD | +7.1% | -16.0% | +23.0% | +7.6% |
| 1Y | +43.6% | -22.5% | +66.1% | +44.4% |
| 3Y | +146.8% | -42.3% | +189.0% | +139.7% |
| All | +146.8% | -42.4% | +189.1% | +139.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling