+52.4%
GEV vs TFC
+20.8%
+31.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.0% | -12.3% | -9.7% |
| 7D | -5.1% | +5.1% | -10.2% | -5.9% |
| 30D | -15.8% | +9.8% | -25.6% | -17.3% |
| 3M | -18.2% | -2.4% | -15.7% | -17.5% |
| 6M | -22.4% | +4.9% | -27.3% | -24.2% |
| YTD | +27.7% | +6.6% | +21.2% | +15.1% |
| 1Y | +52.4% | +21.3% | +31.0% | +25.0% |
| All | +52.4% | +20.8% | +31.6% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling