+1,036.5%
GS vs TTMI
+247.6%
+789.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.6% | +1.4% |
| 7D | +1.6% | -11.5% | +13.1% | +3.8% |
| 30D | +1.7% | -40.3% | +42.0% | +11.4% |
| 3M | -11.6% | -44.5% | +32.9% | -2.4% |
| 6M | -1.9% | -54.1% | +52.2% | +11.1% |
| YTD | +5.1% | +4.7% | +0.4% | -4.2% |
| 1Y | +16.4% | +3.3% | +13.1% | +5.6% |
| 3Y | +199.0% | +407.2% | -208.3% | +82.4% |
| 5Y | +157.4% | +406.5% | -249.1% | +52.6% |
| 10Y | +457.2% | +420.4% | +36.8% | +215.2% |
| All | +1,036.5% | +247.6% | +789.0% | +345.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling