+199.8%
GS vs TD
+132.8%
+66.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +5.9% | +1.1% | +4.7% | +5.0% |
| 30D | +4.3% | +5.2% | -0.9% | +0.6% |
| 3M | -11.7% | +1.2% | -12.9% | -12.3% |
| 6M | -3.2% | +17.7% | -20.9% | -14.0% |
| YTD | +5.8% | +34.2% | -28.4% | -14.4% |
| 1Y | +16.0% | +55.4% | -39.4% | -15.0% |
| 3Y | +199.8% | +130.4% | +69.4% | +65.9% |
| All | +199.8% | +132.8% | +66.9% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling