+13,507.3%
GOOGL vs TFC
+207.0%
+13,300.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.3% | +2.4% | -4.7% | -3.0% |
| 30D | -6.6% | -1.3% | -5.3% | -6.2% |
| 3M | -8.9% | +6.1% | -15.0% | -10.9% |
| 6M | +11.9% | +7.3% | +4.5% | +8.9% |
| YTD | +8.3% | +8.2% | +0.1% | +5.0% |
| 1Y | +46.2% | +14.4% | +31.8% | +38.8% |
| 3Y | +151.9% | +93.7% | +58.1% | +97.7% |
| 5Y | +137.7% | +16.4% | +121.3% | +114.6% |
| 10Y | +757.6% | +101.6% | +656.0% | +499.7% |
| All | +13,507.3% | +207.0% | +13,300.3% | +7,149.2% |
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 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