+620.7%
GEV vs TFC
+53.6%
+567.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.3% | +2.4% | +0.9% | +2.0% |
| 30D | -7.5% | -1.3% | -6.2% | -6.8% |
| 3M | -2.2% | +6.1% | -8.2% | -6.3% |
| 6M | +12.1% | +7.3% | +4.8% | +6.4% |
| YTD | +44.4% | +8.2% | +36.2% | +35.2% |
| 1Y | +57.7% | +14.4% | +43.2% | +42.3% |
| All | +620.7% | +53.6% | +567.1% | +438.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling