+514.9%
GEV vs TFC
+50.1%
+464.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.5% |
| 7D | +3.7% | +2.3% | +1.5% | +2.7% |
| 30D | -14.7% | +10.8% | -25.5% | -19.2% |
| 3M | -23.4% | -3.8% | -19.7% | -22.2% |
| 6M | -24.3% | +9.6% | -33.9% | -29.4% |
| YTD | +23.2% | +5.8% | +17.4% | +16.2% |
| 1Y | +44.2% | +16.2% | +28.1% | +28.4% |
| All | +514.9% | +50.1% | +464.7% | +362.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling