+642.6%
GS vs TNA
+76.8%
+565.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | +3.4% | +4.1% | -0.7% | +2.0% |
| 30D | +0.2% | -7.6% | +7.8% | +2.7% |
| 3M | -0.3% | +8.1% | -8.4% | -3.1% |
| 6M | +27.4% | +49.0% | -21.6% | +10.6% |
| YTD | +19.6% | +51.7% | -32.1% | +3.0% |
| 1Y | +42.5% | +59.6% | -17.1% | +19.1% |
| 3Y | +240.4% | +118.9% | +121.5% | +134.7% |
| 5Y | +188.9% | -19.2% | +208.1% | +141.1% |
| 10Y | +642.6% | +77.2% | +565.3% | +234.2% |
| All | +642.6% | +76.8% | +565.8% | +234.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling