+437.1%
GS vs TD
+300.1%
+137.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | +5.1% | +0.6% | +4.6% | +4.7% |
| 30D | +2.4% | +5.0% | -2.5% | -1.6% |
| 3M | -11.5% | +1.1% | -12.6% | -12.3% |
| 6M | -2.5% | +16.5% | -19.0% | -14.4% |
| YTD | +5.5% | +34.3% | -28.8% | -18.0% |
| 1Y | +11.0% | +52.9% | -41.8% | -22.8% |
| 3Y | +200.1% | +132.2% | +67.9% | +43.2% |
| 5Y | +154.7% | +101.9% | +52.8% | +35.2% |
| All | +437.1% | +300.1% | +137.0% | +71.6% |
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