+4.4%
GOOGL vs TNA
+37.5%
-33.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.4% | -1.2% | +2.2% |
| 7D | -11.1% | +2.4% | -13.5% | -11.6% |
| 30D | -16.6% | -0.9% | -15.7% | -16.6% |
| 3M | -23.4% | -19.2% | -4.2% | -20.1% |
| 6M | -24.5% | -0.8% | -23.7% | -25.4% |
| YTD | -7.5% | +33.2% | -40.7% | -16.0% |
| 1Y | +4.4% | +38.5% | -34.1% | -7.0% |
| All | +4.4% | +37.5% | -33.1% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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