+145.7%
GOOG vs TSLL
-54.2%
+199.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.9% | -10.2% | -0.5% |
| 7D | +2.9% | -14.3% | +17.2% | +4.2% |
| 30D | -17.8% | -6.2% | -11.6% | -17.7% |
| 3M | -19.0% | +21.2% | -40.2% | -21.8% |
| 6M | -27.9% | -36.6% | +8.7% | -26.3% |
| YTD | -8.7% | -47.8% | +39.1% | -5.6% |
| 1Y | +2.5% | -45.2% | +47.8% | +5.1% |
| 3Y | +119.2% | -3.3% | +122.5% | +87.8% |
| All | +145.7% | -54.2% | +199.9% | +131.4% |
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