+488.8%
GS vs TT
+744.7%
-255.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.4% | -2.0% | -3.9% |
| 7D | -6.3% | -9.0% | +2.6% | -1.2% |
| 30D | -3.1% | -17.6% | +14.5% | +7.9% |
| 3M | -17.7% | -18.7% | +1.0% | -7.7% |
| 6M | -4.6% | -17.4% | +12.9% | +5.5% |
| YTD | +0.3% | +1.5% | -1.2% | -2.4% |
| 1Y | +11.7% | -9.4% | +21.1% | +16.0% |
| 3Y | +183.6% | +85.1% | +98.5% | +87.7% |
| 5Y | +141.0% | +125.7% | +15.2% | +36.2% |
| All | +488.8% | +744.7% | -255.9% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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