+11,349.2%
GOOGL vs TLT
+96.9%
+11,252.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -18.8% | +6.2% | -24.9% | -17.1% |
| 3M | -20.3% | +0.1% | -20.4% | -20.3% |
| 6M | -28.4% | -3.0% | -25.4% | -29.0% |
| YTD | -8.8% | -2.7% | -6.1% | -9.7% |
| 1Y | +0.3% | -4.8% | +5.1% | -1.4% |
| 3Y | +120.7% | +6.9% | +113.8% | +127.5% |
| 5Y | +93.1% | -34.5% | +127.6% | +61.6% |
| 10Y | +636.1% | -17.3% | +653.4% | +608.1% |
| All | +11,349.2% | +96.9% | +11,252.2% | +16,625.2% |
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