+148.7%
GOOGL vs TSLL
-53.8%
+202.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +2.6% | -11.0% | +13.6% | +3.5% |
| 30D | -18.3% | -5.3% | -13.0% | -18.3% |
| 3M | -19.6% | +20.8% | -40.4% | -22.2% |
| 6M | -28.2% | -36.0% | +7.8% | -26.7% |
| YTD | -8.0% | -47.3% | +39.3% | -5.0% |
| 1Y | -0.7% | -48.4% | +47.8% | +2.5% |
| 3Y | +118.8% | -5.4% | +124.3% | +88.5% |
| All | +148.7% | -53.8% | +202.5% | +134.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling