+652.8%
GS vs TTMI
+1,052.3%
-399.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.8% | -8.8% | -2.4% |
| 7D | +0.9% | +5.9% | -4.9% | -0.8% |
| 30D | -1.6% | -4.3% | +2.7% | -1.1% |
| 3M | -4.5% | -32.0% | +27.6% | +4.0% |
| 6M | +20.9% | +19.5% | +1.4% | +8.4% |
| YTD | +19.9% | +82.0% | -62.1% | -7.4% |
| 1Y | +41.4% | +172.6% | -131.2% | -6.6% |
| 3Y | +239.2% | +744.7% | -505.5% | +46.5% |
| 5Y | +185.0% | +805.6% | -620.5% | +14.6% |
| All | +652.8% | +1,052.3% | -399.5% | +168.9% |
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