+4,771.7%
GOOGL vs TNA
+990.0%
+3,781.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +1.1% | +4.1% | -3.0% | +0.1% |
| 30D | -4.4% | -7.6% | +3.2% | -2.8% |
| 3M | -6.8% | +8.1% | -14.9% | -8.9% |
| 6M | +13.6% | +49.0% | -35.4% | +2.3% |
| YTD | +8.3% | +51.7% | -43.4% | -3.6% |
| 1Y | +44.9% | +59.6% | -14.7% | +26.4% |
| 3Y | +150.5% | +118.9% | +31.6% | +85.7% |
| 5Y | +137.7% | -19.2% | +156.9% | +104.5% |
| 10Y | +750.9% | +77.2% | +673.7% | +388.2% |
| All | +4,771.7% | +990.0% | +3,781.7% | +1,146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling