+75.8%
GM vs TFC
+15.3%
+60.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -2.4% | -2.4% | 0.0% | -1.1% |
| 30D | -1.1% | -3.4% | +2.3% | +0.7% |
| 3M | +6.1% | +0.4% | +5.7% | +5.3% |
| 6M | +15.0% | +12.7% | +2.3% | +6.7% |
| YTD | +6.0% | +5.6% | +0.4% | +1.9% |
| 1Y | +47.1% | +16.0% | +31.1% | +34.0% |
| 3Y | +170.5% | +94.0% | +76.5% | +81.3% |
| All | +75.8% | +15.3% | +60.5% | +64.2% |
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