+4.4%
GOOGL vs TMF
-23.9%
+28.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.8% |
| 7D | -11.1% | +4.0% | -15.0% | -11.6% |
| 30D | -16.6% | +19.5% | -36.1% | -19.6% |
| 3M | -23.4% | -3.5% | -19.9% | -22.4% |
| 6M | -24.5% | -10.6% | -13.9% | -22.1% |
| YTD | -7.5% | -17.1% | +9.6% | -2.9% |
| 1Y | +4.4% | -24.3% | +28.6% | +13.5% |
| All | +4.4% | -23.9% | +28.3% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling