+457.2%
GS vs TTD
+545.2%
-88.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.8% | 0.0% |
| 7D | +1.6% | +19.9% | -18.3% | -0.8% |
| 30D | +1.7% | +27.6% | -26.0% | -1.6% |
| 3M | -11.6% | +15.2% | -26.7% | -13.4% |
| 6M | -1.9% | -33.2% | +31.3% | +1.9% |
| YTD | +5.1% | -59.4% | +64.4% | +15.5% |
| 1Y | +16.4% | -64.4% | +80.8% | +30.1% |
| 3Y | +199.0% | -75.9% | +274.9% | +234.4% |
| 5Y | +157.4% | -82.6% | +240.0% | +182.7% |
| 10Y | +457.2% | +558.1% | -100.9% | +322.9% |
| All | +457.2% | +545.2% | -88.0% | +322.9% |
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