+664.7%
GS vs TTD
+401.9%
+262.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.4% | +0.6% |
| 7D | +0.9% | +6.3% | -5.4% | +0.1% |
| 30D | -1.6% | -23.9% | +22.3% | +1.3% |
| 3M | -4.5% | -31.4% | +26.9% | -0.7% |
| 6M | +20.9% | -42.7% | +63.5% | +27.3% |
| YTD | +19.9% | -62.0% | +81.9% | +33.0% |
| 1Y | +41.4% | -72.2% | +113.6% | +62.8% |
| 3Y | +239.2% | -81.9% | +321.1% | +292.5% |
| 5Y | +185.0% | -81.5% | +266.6% | +209.2% |
| All | +664.7% | +401.9% | +262.8% | +485.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling