+155.6%
GS vs TCOM
+40.6%
+115.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.2% |
| 7D | +5.9% | -1.8% | +7.6% | +6.1% |
| 30D | +4.3% | +12.1% | -7.8% | +2.7% |
| 3M | -11.7% | -3.2% | -8.5% | -11.4% |
| 6M | -3.2% | -16.6% | +13.5% | -1.2% |
| YTD | +5.8% | -39.4% | +45.2% | +12.4% |
| 1Y | +16.0% | -41.5% | +57.5% | +23.8% |
| 3Y | +199.8% | +24.4% | +175.4% | +184.2% |
| All | +155.6% | +40.6% | +115.0% | +137.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling