+199.0%
GS vs TTMI
+419.6%
-220.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.6% | +1.3% |
| 7D | +1.6% | -11.5% | +13.1% | +3.6% |
| 30D | +1.7% | -40.3% | +42.0% | +10.8% |
| 3M | -11.6% | -44.5% | +32.9% | -2.8% |
| 6M | -1.9% | -54.1% | +52.2% | +10.3% |
| YTD | +5.1% | +4.7% | +0.4% | -6.7% |
| 1Y | +16.4% | +3.3% | +13.1% | +2.8% |
| 3Y | +199.0% | +407.2% | -208.3% | +46.8% |
| All | +199.0% | +419.6% | -220.7% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling