+816.6%
GLD vs TFC
+179.6%
+637.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.5% | +2.4% | -2.9% | -0.4% |
| 30D | +4.4% | -1.3% | +5.7% | +4.4% |
| 3M | -1.1% | +6.1% | -7.2% | -0.9% |
| 6M | -13.8% | +7.3% | -21.1% | -13.6% |
| YTD | +2.6% | +8.2% | -5.6% | +2.9% |
| 1Y | +24.5% | +14.4% | +10.1% | +25.1% |
| 3Y | +125.8% | +93.7% | +32.1% | +131.5% |
| 5Y | +137.8% | +16.4% | +121.4% | +140.7% |
| 10Y | +221.4% | +101.6% | +119.8% | +234.7% |
| All | +816.6% | +179.6% | +637.0% | +907.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling