+185.8%
GS vs TTD
-83.7%
+269.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -3.2% | +5.2% | -8.4% | -3.7% |
| 30D | -2.4% | +6.9% | -9.4% | -3.2% |
| 3M | -15.7% | -26.8% | +11.1% | -13.3% |
| 6M | -6.8% | -46.1% | +39.4% | -1.0% |
| YTD | -0.1% | -65.9% | +65.9% | +12.2% |
| 1Y | +12.1% | -71.8% | +83.9% | +29.1% |
| 3Y | +185.8% | -83.3% | +269.1% | +222.8% |
| All | +185.8% | -83.7% | +269.5% | +222.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling