+133.6%
GOOG vs TMF
-87.6%
+221.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | -6.8% | -2.8% | -4.0% | -6.8% |
| 3M | -9.1% | -10.9% | +1.8% | -8.8% |
| 6M | +10.7% | -21.3% | +32.0% | +11.5% |
| YTD | +7.1% | -15.9% | +22.9% | +7.6% |
| 1Y | +44.6% | -15.7% | +60.4% | +45.3% |
| 3Y | +147.4% | -43.4% | +190.8% | +148.2% |
| All | +133.6% | -87.6% | +221.2% | +134.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling