+1,060.0%
GS vs TMF
-68.9%
+1,128.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +0.9% | -1.4% | +2.4% | +0.7% |
| 30D | -1.6% | -2.8% | +1.3% | -2.1% |
| 3M | -4.5% | -10.9% | +6.4% | -6.5% |
| 6M | +20.9% | -21.3% | +42.2% | +15.3% |
| YTD | +19.9% | -15.9% | +35.8% | +16.1% |
| 1Y | +41.4% | -15.7% | +57.2% | +37.2% |
| 3Y | +239.2% | -43.4% | +282.5% | +210.6% |
| 5Y | +185.0% | -87.8% | +272.8% | +85.1% |
| 10Y | +655.0% | -86.7% | +741.7% | +486.6% |
| All | +1,060.0% | -68.9% | +1,128.8% | +1,313.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling