+188.1%
GOOG vs TSLL
-54.0%
+242.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.9% | -7.8% | -0.9% |
| 7D | +1.1% | +5.8% | -4.7% | +0.3% |
| 30D | -5.1% | +21.7% | -26.8% | -7.6% |
| 3M | -7.1% | -28.2% | +21.1% | -5.2% |
| 6M | +12.7% | -29.5% | +42.1% | +14.2% |
| YTD | +7.1% | -47.5% | +54.6% | +11.6% |
| 1Y | +43.6% | -20.8% | +64.4% | +41.3% |
| 3Y | +146.8% | -26.7% | +173.5% | +120.3% |
| All | +188.1% | -54.0% | +242.2% | +173.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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