+16.4%
GS vs TTD
-65.0%
+81.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.8% | +0.3% |
| 7D | +1.6% | +19.9% | -18.3% | +0.8% |
| 30D | +1.7% | +27.6% | -26.0% | +0.8% |
| 3M | -11.6% | +15.2% | -26.7% | -12.2% |
| 6M | -1.9% | -33.2% | +31.3% | -2.0% |
| YTD | +5.1% | -59.4% | +64.4% | +11.0% |
| 1Y | +16.4% | -64.4% | +80.8% | +26.9% |
| All | +16.4% | -65.0% | +81.4% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling