+243.0%
GS vs TD
+123.2%
+119.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +1.1% |
| 7D | +0.9% | +0.3% | +0.6% | +0.7% |
| 30D | -1.6% | +0.4% | -2.0% | -1.9% |
| 3M | -4.5% | +7.6% | -12.1% | -9.5% |
| 6M | +20.9% | +25.0% | -4.1% | +2.5% |
| YTD | +19.9% | +31.0% | -11.1% | -1.5% |
| 1Y | +41.4% | +65.2% | -23.8% | -0.9% |
| All | +243.0% | +123.2% | +119.8% | +91.0% |
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