+3.7%
GS vs TMF
-11.7%
+15.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +2.8% |
| 7D | +0.3% | +4.0% | -3.7% | -1.0% |
| 30D | +3.9% | +19.5% | -15.6% | -2.8% |
| 3M | -11.4% | -3.5% | -7.9% | -9.3% |
| 6M | +3.7% | -10.6% | +14.3% | +9.2% |
| All | +3.7% | -11.7% | +15.4% | +9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling