+43.6%
GOOG vs TSLL
-24.5%
+68.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.9% | -7.8% | -1.0% |
| 7D | +1.1% | +5.8% | -4.7% | +0.1% |
| 30D | -5.1% | +21.7% | -26.8% | -8.1% |
| 3M | -7.1% | -28.2% | +21.1% | -4.8% |
| 6M | +12.7% | -29.5% | +42.1% | +14.1% |
| YTD | +7.1% | -47.5% | +54.6% | +12.1% |
| 1Y | +43.6% | -20.8% | +64.4% | +45.8% |
| All | +43.6% | -24.5% | +68.1% | +45.8% |
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