+1,710.5%
GS vs TT
+2,649.8%
-939.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.4% | -2.0% | -4.0% |
| 7D | -6.3% | -9.0% | +2.6% | -1.4% |
| 30D | -3.1% | -17.6% | +14.5% | +7.4% |
| 3M | -17.7% | -18.7% | +1.0% | -8.2% |
| 6M | -4.6% | -17.4% | +12.9% | +5.1% |
| YTD | +0.3% | +1.5% | -1.2% | -2.1% |
| 1Y | +11.7% | -9.4% | +21.1% | +15.9% |
| 3Y | +183.6% | +85.1% | +98.5% | +95.4% |
| 5Y | +141.0% | +125.7% | +15.2% | +44.9% |
| 10Y | +507.4% | +757.3% | -249.9% | +72.7% |
| All | +1,710.5% | +2,649.8% | -939.3% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling