+438.8%
GS vs TTD
+513.2%
-74.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | +0.2% |
| 7D | +5.9% | +21.3% | -15.4% | +3.2% |
| 30D | +4.3% | +28.7% | -24.4% | +0.9% |
| 3M | -11.7% | +7.7% | -19.4% | -12.8% |
| 6M | -3.2% | -23.5% | +20.3% | -1.1% |
| YTD | +5.8% | -58.7% | +64.5% | +16.0% |
| 1Y | +16.0% | -63.4% | +79.5% | +29.2% |
| 3Y | +199.8% | -75.3% | +275.0% | +234.2% |
| 5Y | +155.5% | -84.4% | +239.9% | +184.3% |
| All | +438.8% | +513.2% | -74.4% | +314.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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