+204.2%
GOOGL vs TSLQ
-97.2%
+301.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.9% |
| 7D | -2.8% | +5.7% | -8.5% | -2.0% |
| 30D | -3.2% | -21.1% | +17.9% | -5.6% |
| 3M | -6.6% | -11.5% | +4.9% | -5.9% |
| 6M | +8.5% | -14.9% | +23.4% | +10.2% |
| YTD | +6.5% | +2.4% | +4.0% | +11.4% |
| 1Y | +39.4% | -49.8% | +89.2% | +36.2% |
| 3Y | +146.2% | -95.8% | +242.0% | +115.9% |
| All | +204.2% | -97.2% | +301.4% | +168.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling