+193.0%
GOOGL vs TSLL
-57.4%
+250.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -11.8% | +10.7% | +0.2% |
| 7D | -2.3% | +1.9% | -4.2% | -2.7% |
| 30D | -6.6% | +17.8% | -24.3% | -8.7% |
| 3M | -8.9% | -37.0% | +28.1% | -5.8% |
| 6M | +11.9% | -37.7% | +49.5% | +15.0% |
| YTD | +8.3% | -51.4% | +59.7% | +13.9% |
| 1Y | +46.2% | -23.4% | +69.6% | +44.4% |
| 3Y | +151.9% | -30.8% | +182.6% | +126.5% |
| All | +193.0% | -57.4% | +250.3% | +181.3% |
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 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