+41.4%
GS vs TLN
-17.2%
+58.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -0.8% |
| 7D | +0.9% | +7.1% | -6.1% | -0.7% |
| 30D | -1.6% | -3.9% | +2.3% | -1.0% |
| 3M | -4.5% | -16.2% | +11.7% | -1.1% |
| 6M | +20.9% | -5.8% | +26.7% | +20.6% |
| YTD | +19.9% | -15.4% | +35.3% | +22.2% |
| 1Y | +41.4% | -16.7% | +58.1% | +47.0% |
| All | +41.4% | -17.2% | +58.6% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling