+12.1%
GS vs TLN
-13.3%
+25.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.4% | -1.9% |
| 7D | -3.2% | -1.3% | -1.9% | -3.3% |
| 30D | -2.4% | -10.5% | +8.1% | -0.4% |
| 3M | -15.7% | +0.1% | -15.8% | -16.7% |
| 6M | -6.8% | -17.4% | +10.6% | -4.6% |
| YTD | -0.1% | -9.7% | +9.6% | -0.4% |
| 1Y | +12.1% | -12.3% | +24.3% | +12.1% |
| All | +12.1% | -13.3% | +25.4% | +12.1% |
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