+985.1%
GS vs TTMI
+199.4%
+785.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -15.2% | +8.8% | -3.0% |
| 7D | -6.3% | -29.0% | +22.7% | +0.6% |
| 30D | -3.1% | -53.1% | +50.0% | +12.1% |
| 3M | -17.7% | -52.6% | +34.9% | -5.7% |
| 6M | -4.6% | -61.0% | +56.5% | +12.3% |
| YTD | +0.3% | -9.8% | +10.1% | -5.3% |
| 1Y | +11.7% | -11.2% | +22.9% | +5.0% |
| 3Y | +183.6% | +325.0% | -141.4% | +80.3% |
| 5Y | +141.0% | +335.4% | -194.5% | +48.0% |
| 10Y | +507.4% | +380.1% | +127.3% | +251.1% |
| All | +985.1% | +199.4% | +785.6% | +340.7% |
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 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