+4,650.3%
GOOG vs TNA
+944.8%
+3,705.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.1% | -1.1% |
| 7D | -1.6% | -3.6% | +2.0% | -0.7% |
| 30D | -7.7% | -10.1% | +2.4% | -5.5% |
| 3M | -9.3% | +2.7% | -12.0% | -10.3% |
| 6M | +7.4% | +38.4% | -31.0% | -1.5% |
| YTD | +4.9% | +45.4% | -40.6% | -5.7% |
| 1Y | +37.2% | +55.9% | -18.7% | +20.3% |
| 3Y | +141.6% | +109.8% | +31.8% | +80.9% |
| 5Y | +128.8% | -22.5% | +151.3% | +98.9% |
| 10Y | +772.7% | +87.5% | +685.2% | +395.0% |
| All | +4,650.3% | +944.8% | +3,705.5% | +1,127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling