+6.5%
GOOGL vs TSLL
-39.8%
+46.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.5% |
| 7D | +3.9% | +17.8% | -14.0% | +1.7% |
| 30D | -14.9% | +8.2% | -23.2% | -16.4% |
| 3M | -14.6% | +20.9% | -35.4% | -18.0% |
| 6M | -26.4% | -37.5% | +11.1% | -23.9% |
| YTD | -5.3% | -44.5% | +39.2% | -2.1% |
| 1Y | +6.5% | -33.0% | +39.4% | +3.1% |
| All | +6.5% | -39.8% | +46.2% | +3.1% |
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