+150.5%
GOOGL vs TFC
+98.6%
+51.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.5% |
| 7D | +1.1% | +2.2% | -1.2% | +0.5% |
| 30D | -4.4% | -2.5% | -2.0% | -3.9% |
| 3M | -6.8% | +4.5% | -11.4% | -8.2% |
| 6M | +13.6% | +11.0% | +2.6% | +10.1% |
| YTD | +8.3% | +5.9% | +2.4% | +6.0% |
| 1Y | +44.9% | +14.6% | +30.4% | +38.6% |
| 3Y | +150.5% | +96.7% | +53.7% | +119.8% |
| All | +150.5% | +98.6% | +51.9% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TFC 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling