+150.5%
GOOGL vs TFC
+102.9%
+47.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.3% | +2.4% | -4.7% | -2.9% |
| 30D | -6.6% | -1.3% | -5.3% | -6.3% |
| 3M | -8.9% | +6.1% | -15.0% | -10.6% |
| 6M | +11.9% | +7.3% | +4.5% | +9.4% |
| YTD | +8.3% | +8.2% | +0.1% | +5.4% |
| 1Y | +46.2% | +14.4% | +31.8% | +39.9% |
| All | +150.5% | +102.9% | +47.6% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling