+11,791.0%
GOOGL vs TFC
+200.1%
+11,590.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.4% |
| 7D | +3.9% | +2.3% | +1.6% | +3.1% |
| 30D | -14.9% | +10.8% | -25.7% | -17.8% |
| 3M | -14.6% | -3.8% | -10.8% | -13.7% |
| 6M | -26.4% | +9.6% | -36.0% | -29.0% |
| YTD | -5.3% | +5.8% | -11.1% | -7.8% |
| 1Y | +6.5% | +16.2% | -9.7% | +0.5% |
| 3Y | +126.0% | +96.0% | +30.1% | +77.2% |
| 5Y | +100.8% | +1.7% | +99.1% | +89.3% |
| 10Y | +673.8% | +79.9% | +593.9% | +461.0% |
| All | +11,791.0% | +200.1% | +11,590.9% | +6,265.6% |
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 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