+43.1%
GFS vs TNA
+53.7%
-10.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.1% | +4.3% |
| 7D | +4.5% | -3.6% | +8.1% | +6.6% |
| 30D | -8.2% | -10.1% | +1.9% | -2.4% |
| 3M | -38.9% | +2.7% | -41.6% | -39.1% |
| 6M | -2.9% | +38.4% | -41.3% | -15.9% |
| YTD | +31.8% | +45.4% | -13.7% | +9.7% |
| 1Y | +43.1% | +55.9% | -12.8% | +13.1% |
| All | +43.1% | +53.7% | -10.6% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling