+209.6%
GOOGL vs TSLQ
-97.2%
+306.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.6% |
| 7D | 0.0% | -6.6% | +6.6% | -0.8% |
| 30D | -1.4% | -24.3% | +22.9% | -4.4% |
| 3M | -5.3% | -3.6% | -1.7% | -3.7% |
| 6M | +9.8% | -12.0% | +21.7% | +12.0% |
| YTD | +8.4% | +1.4% | +7.0% | +13.2% |
| 1Y | +41.2% | -43.6% | +84.7% | +39.8% |
| 3Y | +149.6% | -95.4% | +245.0% | +123.4% |
| All | +209.6% | -97.2% | +306.8% | +172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling