+231.1%
GM vs TFC
+98.7%
+132.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -2.4% | -2.4% | 0.0% | -0.9% |
| 30D | -1.1% | -3.4% | +2.3% | +0.9% |
| 3M | +6.1% | +0.4% | +5.7% | +5.2% |
| 6M | +15.0% | +12.7% | +2.3% | +5.9% |
| YTD | +6.0% | +5.6% | +0.4% | +1.5% |
| 1Y | +47.1% | +16.0% | +31.1% | +32.7% |
| 3Y | +170.5% | +94.0% | +76.5% | +72.3% |
| 5Y | +80.5% | +16.2% | +64.3% | +54.5% |
| All | +231.1% | +98.7% | +132.3% | +100.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling