+1,704.0%
GS vs TD
+2,490.3%
-786.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.1% |
| 7D | -3.2% | -1.7% | -1.5% | -1.7% |
| 30D | -2.4% | +8.2% | -10.6% | -8.5% |
| 3M | -15.7% | +1.7% | -17.4% | -16.9% |
| 6M | -6.8% | +14.2% | -21.0% | -16.5% |
| YTD | -0.1% | +32.8% | -32.8% | -20.8% |
| 1Y | +12.1% | +55.5% | -43.4% | -22.1% |
| 3Y | +185.8% | +129.6% | +56.2% | +41.6% |
| 5Y | +140.1% | +102.2% | +37.9% | +30.2% |
| 10Y | +505.2% | +306.3% | +199.0% | +84.4% |
| All | +1,704.0% | +2,490.3% | -786.3% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling