+174.1%
GOOGL vs TLN
+583.6%
-409.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -1.7% |
| 7D | -2.3% | +7.1% | -9.3% | -3.3% |
| 30D | -6.6% | -3.9% | -2.7% | -6.2% |
| 3M | -8.9% | -16.2% | +7.2% | -7.1% |
| 6M | +11.9% | -5.8% | +17.7% | +11.5% |
| YTD | +8.3% | -15.4% | +23.8% | +9.1% |
| 1Y | +46.2% | -16.7% | +62.9% | +47.1% |
| 3Y | +151.9% | +473.8% | -321.9% | +97.8% |
| All | +174.1% | +583.6% | -409.5% | +113.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling