+39.4%
GOOGL vs TFC
+16.0%
+23.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -2.8% | -2.5% | -0.3% | -2.3% |
| 30D | -3.2% | -2.8% | -0.4% | -2.7% |
| 3M | -6.6% | +2.1% | -8.8% | -7.3% |
| 6M | +8.5% | +10.1% | -1.6% | +5.5% |
| YTD | +6.5% | +5.4% | +1.0% | +3.6% |
| 1Y | +39.4% | +16.3% | +23.1% | +31.0% |
| All | +39.4% | +16.0% | +23.4% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling