+11,453.7%
GOOGL vs TLT
+94.4%
+11,359.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | -0.7% |
| 7D | +2.6% | -0.3% | +2.9% | +2.5% |
| 30D | -18.3% | +3.7% | -22.0% | -17.2% |
| 3M | -19.6% | -0.7% | -18.9% | -19.7% |
| 6M | -28.2% | -4.2% | -24.0% | -29.2% |
| YTD | -8.0% | -4.0% | -4.0% | -9.2% |
| 1Y | -0.7% | -5.8% | +5.2% | -2.7% |
| 3Y | +118.8% | +4.1% | +114.7% | +123.4% |
| 5Y | +98.9% | -34.8% | +133.7% | +66.3% |
| 10Y | +643.6% | -12.3% | +656.0% | +637.6% |
| All | +11,453.7% | +94.4% | +11,359.3% | +16,707.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling