+146.5%
GOOGL vs TSLL
-58.7%
+205.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.6% | -7.9% | -0.2% |
| 7D | +1.8% | -21.2% | +23.0% | +4.1% |
| 30D | -18.8% | -13.3% | -5.4% | -17.9% |
| 3M | -20.3% | +15.4% | -35.7% | -22.6% |
| 6M | -28.4% | -34.2% | +5.9% | -27.1% |
| YTD | -8.8% | -52.9% | +44.1% | -4.6% |
| 1Y | +0.3% | -54.3% | +54.6% | +4.9% |
| 3Y | +120.7% | -18.4% | +139.1% | +93.4% |
| All | +146.5% | -58.7% | +205.2% | +135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling