+95.3%
TFC vs GAP
+27.6%
+67.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.0% |
| 7D | -2.5% | -6.3% | +3.8% | -0.6% |
| 30D | -2.8% | -0.2% | -2.6% | -3.2% |
| 3M | +2.1% | 0.0% | +2.1% | +1.3% |
| 6M | +10.1% | -8.1% | +18.2% | +11.0% |
| YTD | +5.4% | -16.5% | +21.9% | +8.9% |
| 1Y | +16.3% | -10.5% | +26.8% | +16.7% |
| 3Y | +95.9% | +104.0% | -8.1% | +35.0% |
| 5Y | +16.0% | +6.8% | +9.2% | -7.9% |
| All | +95.3% | +27.6% | +67.7% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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