+185.7%
GS vs TT
+140.2%
+45.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +0.9% | -0.2% | +1.2% | +1.1% |
| 30D | -1.6% | -7.4% | +5.8% | +2.1% |
| 3M | -4.5% | -3.2% | -1.3% | -3.2% |
| 6M | +20.9% | +1.1% | +19.8% | +19.5% |
| YTD | +19.9% | +15.6% | +4.3% | +10.5% |
| 1Y | +41.4% | +9.2% | +32.2% | +33.6% |
| 3Y | +239.2% | +124.4% | +114.8% | +121.1% |
| All | +185.7% | +140.2% | +45.6% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling