+642.6%
GS vs TCOM
-9.7%
+652.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | +3.4% | -7.6% | +11.0% | +5.0% |
| 30D | +0.2% | -12.2% | +12.4% | +2.7% |
| 3M | -0.3% | -14.2% | +13.9% | +2.2% |
| 6M | +27.4% | -25.0% | +52.4% | +34.3% |
| YTD | +19.6% | -43.7% | +63.3% | +33.1% |
| 1Y | +42.5% | -44.5% | +87.0% | +58.8% |
| 3Y | +240.4% | +13.4% | +227.0% | +213.9% |
| 5Y | +188.9% | +26.5% | +162.4% | +143.4% |
| 10Y | +642.6% | -10.3% | +652.8% | +522.2% |
| All | +642.6% | -9.7% | +652.3% | +522.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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