+11,697.7%
GOOGL vs TFC
+198.7%
+11,499.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +1.6% | -1.2% | +2.8% | +2.0% |
| 30D | -16.8% | +7.8% | -24.6% | -18.9% |
| 3M | -14.6% | -3.0% | -11.6% | -14.0% |
| 6M | -24.4% | +5.8% | -30.2% | -26.2% |
| YTD | -6.1% | +5.3% | -11.4% | -8.4% |
| 1Y | +1.0% | +15.7% | -14.7% | -4.5% |
| 3Y | +123.4% | +94.8% | +28.6% | +75.5% |
| 5Y | +103.2% | 0.0% | +103.2% | +92.6% |
| 10Y | +667.7% | +79.0% | +588.7% | +457.5% |
| All | +11,697.7% | +198.7% | +11,499.0% | +6,225.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling