+139.3%
GS vs TTMI
+364.5%
-225.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.9% | -7.3% | -1.9% |
| 7D | -3.2% | -19.8% | +16.6% | +1.0% |
| 30D | -2.4% | -48.1% | +45.7% | +10.5% |
| 3M | -15.7% | -51.2% | +35.5% | -3.9% |
| 6M | -6.8% | -59.6% | +52.8% | +9.0% |
| YTD | -0.1% | -3.6% | +3.6% | -9.7% |
| 1Y | +12.1% | -2.3% | +14.4% | -0.1% |
| 3Y | +185.8% | +369.4% | -183.6% | +52.0% |
| All | +139.3% | +364.5% | -225.1% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling