+1,850.8%
GS vs TDY
+7,137.3%
-5,286.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +0.9% | -1.8% | +2.8% | +1.6% |
| 30D | -1.6% | -10.7% | +9.1% | +2.6% |
| 3M | -4.5% | -1.3% | -3.2% | -4.1% |
| 6M | +20.9% | -10.6% | +31.4% | +25.8% |
| YTD | +19.9% | +19.6% | +0.3% | +11.7% |
| 1Y | +41.4% | +11.6% | +29.8% | +35.0% |
| 3Y | +239.2% | +45.2% | +194.0% | +193.9% |
| 5Y | +185.0% | +36.1% | +149.0% | +151.2% |
| 10Y | +655.0% | +458.8% | +196.1% | +312.5% |
| All | +1,850.8% | +7,137.3% | -5,286.6% | +526.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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