+141.0%
GS vs TMF
-87.8%
+228.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -6.9% | -6.4% |
| 7D | -6.3% | +2.7% | -9.1% | -6.4% |
| 30D | -3.1% | +19.3% | -22.5% | -3.6% |
| 3M | -17.7% | -3.7% | -14.0% | -17.6% |
| 6M | -4.6% | -11.3% | +6.8% | -4.4% |
| YTD | +0.3% | -16.6% | +16.9% | +0.5% |
| 1Y | +11.7% | -21.1% | +32.8% | +12.1% |
| 3Y | +183.6% | -26.8% | +210.4% | +183.5% |
| 5Y | +141.0% | -88.0% | +229.0% | +105.4% |
| All | +141.0% | -87.8% | +228.8% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 5y: compounded portfolio wealth divided by compounded TMF 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…
5y analysis · Full analysis span regression · 6 months rolling