+486.7%
GS vs TT
+764.8%
-278.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -1.7% |
| 7D | -3.2% | -2.0% | -1.2% | -2.1% |
| 30D | -2.4% | -14.0% | +11.6% | +6.0% |
| 3M | -15.7% | -15.9% | +0.1% | -7.4% |
| 6M | -6.8% | -17.3% | +10.6% | +3.0% |
| YTD | -0.1% | +4.0% | -4.0% | -4.1% |
| 1Y | +12.1% | -7.1% | +19.2% | +14.7% |
| 3Y | +185.8% | +90.2% | +95.5% | +86.2% |
| 5Y | +140.1% | +131.1% | +9.0% | +33.8% |
| All | +486.7% | +764.8% | -278.1% | +38.1% |
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