+15.9%
GS vs TFC
+16.9%
-1.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.7% | +3.4% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +1.2% | +9.2% | -7.9% | -4.2% |
| 3M | -12.4% | -2.9% | -9.5% | -10.7% |
| 6M | -2.3% | +3.5% | -5.8% | -5.6% |
| YTD | +4.6% | +5.4% | -0.8% | -1.8% |
| All | +15.9% | +16.9% | -1.0% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling