+1,710.5%
GS vs TD
+2,504.9%
-794.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.0% | -2.4% | -3.0% |
| 7D | -6.3% | -3.2% | -3.1% | -3.6% |
| 30D | -3.1% | +4.9% | -8.0% | -6.9% |
| 3M | -17.7% | +2.3% | -20.0% | -19.2% |
| 6M | -4.6% | +17.8% | -22.3% | -16.6% |
| YTD | +0.3% | +33.5% | -33.2% | -20.9% |
| 1Y | +11.7% | +55.9% | -44.2% | -22.6% |
| 3Y | +183.6% | +131.5% | +52.0% | +39.6% |
| 5Y | +141.0% | +103.3% | +37.6% | +30.1% |
| 10Y | +507.4% | +308.6% | +198.9% | +84.2% |
| All | +1,710.5% | +2,504.9% | -794.3% | +32.2% |
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