+1,196.9%
GS vs TTMI
+504.4%
+692.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.8% | -8.8% | -1.9% |
| 7D | +0.9% | +5.9% | -4.9% | -0.5% |
| 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% | +11.6% |
| YTD | +19.9% | +82.0% | -62.1% | -0.7% |
| 1Y | +41.4% | +172.6% | -131.2% | +5.0% |
| 3Y | +239.2% | +744.7% | -505.5% | +89.1% |
| 5Y | +185.0% | +805.6% | -620.5% | +52.4% |
| 10Y | +655.0% | +1,057.6% | -402.6% | +266.5% |
| All | +1,196.9% | +504.4% | +692.5% | +361.8% |
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 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