+185.8%
GS vs TNA
+105.1%
+80.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | -1.3% |
| 7D | -3.2% | -7.0% | +3.8% | -0.9% |
| 30D | -2.4% | -6.4% | +4.0% | -0.5% |
| 3M | -15.7% | -25.7% | +9.9% | -7.3% |
| 6M | -6.8% | -19.7% | +13.0% | -0.7% |
| YTD | -0.1% | +18.3% | -18.3% | -7.1% |
| 1Y | +12.1% | +24.6% | -12.5% | +2.0% |
| 3Y | +185.8% | +112.8% | +73.0% | +109.8% |
| All | +185.8% | +105.1% | +80.7% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling