+154.0%
GOOGL vs TSLL
-51.1%
+205.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.8% | -3.7% | +1.5% |
| 7D | +1.6% | +0.5% | +1.1% | +1.1% |
| 30D | -16.8% | +2.7% | -19.5% | -17.6% |
| 3M | -14.6% | +26.3% | -40.9% | -17.8% |
| 6M | -24.4% | -37.2% | +12.8% | -22.6% |
| YTD | -6.1% | -44.2% | +38.2% | -3.6% |
| 1Y | +1.0% | -44.0% | +45.0% | +3.3% |
| 3Y | +123.4% | 0.0% | +123.4% | +91.2% |
| All | +154.0% | -51.1% | +205.1% | +138.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling