+143.5%
GS vs TEM
+61.6%
+81.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +0.9% | +0.9% | 0.0% | +0.8% |
| 30D | -1.6% | +38.4% | -39.9% | -6.1% |
| 3M | -4.5% | +23.7% | -28.1% | -7.9% |
| 6M | +20.9% | +26.0% | -5.1% | +15.5% |
| YTD | +19.9% | +9.4% | +10.5% | +16.3% |
| 1Y | +41.4% | -17.3% | +58.7% | +40.8% |
| All | +143.5% | +61.6% | +81.9% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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