+93.1%
GOOGL vs TMF
-88.4%
+181.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | +1.8% | +1.2% | +0.6% | +1.7% |
| 30D | -18.8% | +19.7% | -38.5% | -19.2% |
| 3M | -20.3% | -2.1% | -18.2% | -20.3% |
| 6M | -28.4% | -13.4% | -14.9% | -28.1% |
| YTD | -8.8% | -16.7% | +7.9% | -8.4% |
| 1Y | +0.3% | -23.3% | +23.6% | +0.8% |
| 3Y | +120.7% | -24.8% | +145.5% | +119.8% |
| All | +93.1% | -88.4% | +181.5% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling