+137.7%
GOOGL vs TFC
+15.2%
+122.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.6% |
| 7D | +1.1% | +2.2% | -1.2% | +0.4% |
| 30D | -4.4% | -2.5% | -2.0% | -3.7% |
| 3M | -6.8% | +4.5% | -11.4% | -8.4% |
| 6M | +13.6% | +11.0% | +2.6% | +9.5% |
| YTD | +8.3% | +5.9% | +2.4% | +5.7% |
| 1Y | +44.9% | +14.6% | +30.4% | +37.6% |
| 3Y | +150.5% | +96.7% | +53.7% | +96.2% |
| 5Y | +137.7% | +15.6% | +122.1% | +125.2% |
| All | +137.7% | +15.2% | +122.5% | +125.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling