+185.8%
GS vs TT
+89.7%
+96.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -1.5% |
| 7D | -3.2% | -2.0% | -1.2% | -2.3% |
| 30D | -2.4% | -14.0% | +11.6% | +4.6% |
| 3M | -15.7% | -15.9% | +0.1% | -8.8% |
| 6M | -6.8% | -17.3% | +10.6% | +1.4% |
| YTD | -0.1% | +4.0% | -4.0% | -3.4% |
| 1Y | +12.1% | -7.1% | +19.2% | +14.6% |
| 3Y | +185.8% | +90.2% | +95.5% | +111.0% |
| All | +185.8% | +89.7% | +96.1% | +111.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling