+229.5%
GM vs TFC
+97.5%
+131.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -1.0% |
| 7D | -0.2% | +2.3% | -2.4% | -1.4% |
| 30D | +3.6% | +10.8% | -7.3% | -2.2% |
| 3M | -0.2% | -3.8% | +3.5% | +1.8% |
| 6M | +13.9% | +9.6% | +4.3% | +7.1% |
| YTD | +6.5% | +5.8% | +0.7% | +2.0% |
| 1Y | +20.7% | +16.2% | +4.5% | +9.5% |
| 3Y | +229.5% | +96.0% | +133.5% | +107.1% |
| All | +229.5% | +97.5% | +131.9% | +107.1% |
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