-0.7%
GOOGL vs TSLL
-47.2%
+46.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +2.6% | -11.0% | +13.6% | +3.7% |
| 30D | -18.3% | -5.3% | -13.0% | -18.3% |
| 3M | -19.6% | +20.8% | -40.4% | -23.0% |
| 6M | -28.2% | -36.0% | +7.8% | -26.1% |
| YTD | -8.0% | -47.3% | +39.3% | -4.0% |
| 1Y | -0.7% | -48.4% | +47.8% | +3.0% |
| All | -0.7% | -47.2% | +46.5% | +3.0% |
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