+243.0%
GS vs TTMI
+746.9%
-503.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.8% | -8.8% | -1.9% |
| 7D | +0.9% | +5.9% | -4.9% | -0.4% |
| 30D | -1.6% | -4.3% | +2.7% | -1.2% |
| 3M | -4.5% | -32.0% | +27.6% | +2.3% |
| 6M | +20.9% | +19.5% | +1.4% | +10.7% |
| YTD | +19.9% | +82.0% | -62.1% | -2.9% |
| 1Y | +41.4% | +172.6% | -131.2% | -1.2% |
| All | +243.0% | +746.9% | -503.9% | +61.5% |
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