-20.0%
GFS vs TNA
+139.4%
-159.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.6% | -4.7% | +0.6% |
| 7D | -3.1% | +2.3% | -5.4% | -4.3% |
| 30D | -16.0% | +1.4% | -17.4% | -16.9% |
| 3M | -24.7% | -21.1% | -3.6% | -16.8% |
| 6M | -45.1% | -9.4% | -35.7% | -42.5% |
| YTD | +16.5% | +29.6% | -13.2% | +4.3% |
| 1Y | +19.3% | +34.6% | -15.3% | +4.6% |
| 3Y | -20.0% | +155.9% | -175.8% | -49.3% |
| All | -20.0% | +139.4% | -159.3% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling