+145.8%
GOOG vs TNA
+101.9%
+44.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.3% |
| 7D | 0.0% | -7.3% | +7.3% | +1.5% |
| 30D | -2.0% | -14.2% | +12.2% | +0.8% |
| 3M | -5.9% | -4.6% | -1.3% | -5.3% |
| 6M | +8.9% | +36.9% | -28.0% | +1.6% |
| YTD | +7.1% | +42.5% | -35.4% | -1.5% |
| 1Y | +39.7% | +45.8% | -6.1% | +27.0% |
| 3Y | +145.8% | +104.7% | +41.2% | +103.3% |
| All | +145.8% | +101.9% | +44.0% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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