+700.7%
GOOGL vs TLT
-12.2%
+712.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.6% |
| 7D | +5.7% | -2.7% | +8.4% | +5.3% |
| 30D | -15.6% | +2.2% | -17.7% | -15.3% |
| 3M | -13.0% | -1.7% | -11.3% | -13.2% |
| 6M | -22.8% | -4.0% | -18.8% | -23.2% |
| YTD | -4.4% | -4.9% | +0.6% | -5.1% |
| 1Y | +4.5% | -7.4% | +11.8% | +3.2% |
| 3Y | +127.4% | +3.0% | +124.4% | +129.8% |
| 5Y | +102.8% | -35.1% | +137.9% | +75.1% |
| All | +700.7% | -12.2% | +712.9% | +683.3% |
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