+448.8%
GS vs TTMI
+420.4%
+28.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.6% | +1.6% |
| 7D | +1.6% | -11.5% | +13.1% | +4.3% |
| 30D | +1.7% | -40.3% | +42.0% | +13.6% |
| 3M | -11.6% | -44.5% | +32.9% | -0.3% |
| 6M | -1.9% | -54.1% | +52.2% | +14.0% |
| YTD | +5.1% | +4.7% | +0.4% | -9.2% |
| 1Y | +16.4% | +3.3% | +13.1% | -0.2% |
| 3Y | +199.0% | +407.2% | -208.3% | +40.8% |
| 5Y | +157.4% | +406.5% | -249.1% | +14.9% |
| All | +448.8% | +420.4% | +28.5% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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