+118.8%
GOOGL vs TLN
+567.0%
-448.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | +2.6% | +1.1% | +1.5% | +2.3% |
| 30D | -18.3% | -4.6% | -13.7% | -17.9% |
| 3M | -19.6% | +5.2% | -24.8% | -20.7% |
| 6M | -28.2% | -6.5% | -21.7% | -28.4% |
| YTD | -8.0% | -3.6% | -4.4% | -9.5% |
| 1Y | -0.7% | -8.2% | +7.6% | -1.7% |
| 3Y | +118.8% | +559.7% | -440.9% | +94.7% |
| All | +118.8% | +567.0% | -448.2% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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