+126.0%
GOOGL vs TMF
-32.2%
+158.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.0% |
| 7D | +3.9% | -9.3% | +13.1% | +3.9% |
| 30D | -14.9% | +1.9% | -16.9% | -15.0% |
| 3M | -14.6% | -11.2% | -3.3% | -14.4% |
| 6M | -26.4% | -17.7% | -8.7% | -26.3% |
| YTD | -5.3% | -24.5% | +19.1% | -5.1% |
| 1Y | +6.5% | -29.4% | +35.9% | +6.5% |
| 3Y | +126.0% | -33.4% | +159.5% | +118.2% |
| All | +126.0% | -32.2% | +158.3% | +118.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling