+486.7%
GS vs TD
+302.2%
+184.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.1% |
| 7D | -3.2% | -1.7% | -1.5% | -1.6% |
| 30D | -2.4% | +8.2% | -10.6% | -8.7% |
| 3M | -15.7% | +1.7% | -17.4% | -17.0% |
| 6M | -6.8% | +14.2% | -21.0% | -16.8% |
| YTD | -0.1% | +32.8% | -32.8% | -21.6% |
| 1Y | +12.1% | +55.5% | -43.4% | -23.2% |
| 3Y | +185.8% | +129.6% | +56.2% | +37.6% |
| 5Y | +140.1% | +102.2% | +37.9% | +27.0% |
| All | +486.7% | +302.2% | +184.5% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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