+141.0%
GS vs TTD
-82.4%
+223.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.2% | -3.2% | -6.0% |
| 7D | -6.3% | -1.9% | -4.4% | -6.1% |
| 30D | -3.1% | +7.5% | -10.6% | -4.1% |
| 3M | -17.7% | -32.4% | +14.8% | -14.0% |
| 6M | -4.6% | -47.9% | +43.4% | +2.6% |
| YTD | +0.3% | -66.3% | +66.6% | +13.6% |
| 1Y | +11.7% | -73.1% | +84.9% | +30.6% |
| 3Y | +183.6% | -83.8% | +267.4% | +233.4% |
| 5Y | +141.0% | -81.3% | +222.3% | +161.6% |
| All | +141.0% | -82.4% | +223.4% | +161.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling