-0.8%
GFS vs TNA
-23.1%
+22.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.1% | +3.7% |
| 7D | +4.5% | -3.6% | +8.1% | +6.1% |
| 30D | -8.2% | -10.1% | +1.9% | -3.9% |
| 3M | -38.9% | +2.7% | -41.6% | -39.2% |
| 6M | -2.9% | +38.4% | -41.3% | -14.8% |
| YTD | +31.8% | +45.4% | -13.7% | +12.1% |
| 1Y | +43.1% | +55.9% | -12.8% | +17.0% |
| 3Y | -20.6% | +109.8% | -130.5% | -49.5% |
| All | -0.8% | -23.1% | +22.3% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling