+188.1%
GOOG vs TSLL
-57.4%
+245.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -11.8% | +10.8% | +0.3% |
| 7D | -2.1% | +1.9% | -4.0% | -2.6% |
| 30D | -6.8% | +17.8% | -24.6% | -9.0% |
| 3M | -9.1% | -37.0% | +27.9% | -6.0% |
| 6M | +10.7% | -37.7% | +48.4% | +13.8% |
| YTD | +7.1% | -51.4% | +58.4% | +12.5% |
| 1Y | +44.6% | -23.4% | +68.0% | +42.9% |
| 3Y | +147.4% | -30.8% | +178.2% | +122.1% |
| All | +188.1% | -57.4% | +245.5% | +175.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling