+103.2%
GLD vs TFC
+82.8%
+20.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | +4.7% | +1.2% | +3.5% | +4.7% |
| 30D | -0.9% | +8.3% | -9.2% | -1.1% |
| 3M | -4.4% | -5.2% | +0.8% | -4.4% |
| 6M | -13.6% | -0.8% | -12.8% | -13.7% |
| YTD | -6.0% | +3.4% | -9.4% | -6.2% |
| 1Y | +1.8% | +17.0% | -15.2% | +1.7% |
| 3Y | +103.2% | +86.2% | +17.0% | +93.3% |
| All | +103.2% | +82.8% | +20.3% | +93.3% |
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 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