+4.4%
GOOGL vs TSLL
-48.4%
+52.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.3% | +9.5% | +4.0% |
| 7D | -11.1% | -9.4% | -1.6% | -9.9% |
| 30D | -16.6% | +1.6% | -18.2% | -17.0% |
| 3M | -23.4% | +29.4% | -52.8% | -27.2% |
| 6M | -24.5% | -20.1% | -4.4% | -24.8% |
| YTD | -7.5% | -44.5% | +37.0% | -3.1% |
| 1Y | +4.4% | -46.0% | +50.4% | +8.5% |
| All | +4.4% | -48.4% | +52.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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