+2,064.0%
GS vs TFC
+252.2%
+1,811.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +0.9% | +2.4% | -1.5% | -0.6% |
| 30D | -1.6% | -1.3% | -0.3% | -0.8% |
| 3M | -4.5% | +6.1% | -10.5% | -8.5% |
| 6M | +20.9% | +7.3% | +13.5% | +14.8% |
| YTD | +19.9% | +8.2% | +11.7% | +13.3% |
| 1Y | +41.4% | +14.4% | +27.0% | +28.5% |
| 3Y | +239.2% | +93.7% | +145.4% | +117.8% |
| 5Y | +185.0% | +16.4% | +168.6% | +139.6% |
| 10Y | +655.0% | +101.6% | +553.4% | +315.2% |
| All | +2,064.0% | +252.2% | +1,811.8% | +642.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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