+654.3%
GS vs TT
+887.4%
-233.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.4% |
| 7D | +0.9% | 0.0% | +0.9% | +1.0% |
| 30D | -1.6% | -7.2% | +5.6% | +2.6% |
| 3M | -4.5% | -3.0% | -1.5% | -3.2% |
| 6M | +20.9% | +1.4% | +19.5% | +19.0% |
| YTD | +19.9% | +15.9% | +4.0% | +8.6% |
| 1Y | +41.4% | +9.4% | +32.0% | +31.8% |
| 3Y | +239.2% | +124.4% | +114.8% | +100.8% |
| 5Y | +185.0% | +138.0% | +47.0% | +58.4% |
| All | +654.3% | +887.4% | -233.1% | +77.9% |
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