+137.8%
GOOGL vs TLT
-33.6%
+171.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -2.3% | -0.4% | -1.9% | -2.2% |
| 30D | -6.6% | -0.6% | -6.0% | -6.5% |
| 3M | -8.9% | -2.7% | -6.2% | -8.7% |
| 6M | +11.9% | -5.6% | +17.5% | +12.4% |
| YTD | +8.3% | -2.8% | +11.1% | +8.6% |
| 1Y | +46.2% | -1.4% | +47.6% | +46.4% |
| 3Y | +151.9% | -1.6% | +153.5% | +150.0% |
| All | +137.8% | -33.6% | +171.4% | +135.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling