+458.9%
GS vs TTMI
+467.0%
-8.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.0% | -7.1% | -0.6% |
| 7D | -0.1% | +7.2% | -7.4% | -2.5% |
| 30D | +3.7% | -28.7% | +32.3% | +10.3% |
| 3M | -10.0% | -39.8% | +29.8% | -0.7% |
| 6M | -1.0% | -51.7% | +50.7% | +13.5% |
| YTD | +7.0% | +14.1% | -7.1% | -9.7% |
| 1Y | +16.6% | +16.0% | +0.7% | -3.3% |
| 3Y | +204.4% | +452.7% | -248.3% | +39.9% |
| 5Y | +160.0% | +451.5% | -291.5% | +13.3% |
| 10Y | +458.9% | +443.1% | +15.7% | +125.0% |
| All | +458.9% | +467.0% | -8.1% | +125.0% |
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