+750.9%
GOOGL vs TLT
-21.3%
+772.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.1% | +0.4% | +0.7% | +1.1% |
| 30D | -4.4% | -0.3% | -4.1% | -4.5% |
| 3M | -6.8% | -1.7% | -5.1% | -7.0% |
| 6M | +13.6% | -4.9% | +18.5% | +12.7% |
| YTD | +8.3% | -2.8% | +11.1% | +7.9% |
| 1Y | +44.9% | -4.2% | +49.2% | +44.0% |
| 3Y | +150.5% | -1.1% | +151.6% | +149.9% |
| 5Y | +137.7% | -33.7% | +171.4% | +107.4% |
| 10Y | +750.9% | -20.7% | +771.6% | +734.2% |
| All | +750.9% | -21.3% | +772.2% | +734.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 10y: compounded portfolio wealth divided by compounded TLT 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…
10y analysis · Full analysis span regression · 6 months rolling