+140.1%
GOOGL vs TNA
-23.3%
+163.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.5% |
| 7D | 0.0% | -7.3% | +7.3% | +1.8% |
| 30D | -1.4% | -14.2% | +12.8% | +2.1% |
| 3M | -5.3% | -4.6% | -0.8% | -4.7% |
| 6M | +9.8% | +36.9% | -27.1% | +0.5% |
| YTD | +8.4% | +42.5% | -34.2% | -2.6% |
| 1Y | +41.2% | +45.8% | -4.6% | +25.1% |
| 3Y | +149.6% | +104.7% | +44.9% | +83.0% |
| All | +140.1% | -23.3% | +163.4% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling