+104.1%
GLD vs TFC
+1.3%
+102.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | +0.2% |
| 7D | -4.6% | +2.3% | -6.8% | -4.6% |
| 30D | -5.5% | +10.8% | -16.3% | -5.5% |
| 3M | -10.9% | -3.8% | -7.1% | -10.9% |
| 6M | -17.4% | +9.6% | -27.0% | -17.4% |
| YTD | -10.3% | +5.8% | -16.1% | -10.3% |
| 1Y | -7.2% | +16.2% | -23.3% | -7.0% |
| 3Y | +96.9% | +96.0% | +0.9% | +98.4% |
| All | +104.1% | +1.3% | +102.8% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling