-1.3%
GOOG vs TSLL
-47.7%
+46.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.9% | -10.2% | -0.7% |
| 7D | +2.9% | -14.3% | +17.2% | +4.4% |
| 30D | -17.8% | -6.2% | -11.6% | -17.7% |
| 3M | -19.0% | +21.2% | -40.2% | -22.6% |
| 6M | -27.9% | -36.6% | +8.7% | -25.6% |
| YTD | -8.7% | -47.8% | +39.1% | -4.3% |
| All | -1.3% | -47.7% | +46.4% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling