+15.5%
TFC vs GAP
-8.8%
+24.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | +0.2% |
| 7D | -1.3% | -3.2% | +1.9% | -0.6% |
| 30D | -2.3% | -0.7% | -1.6% | -2.4% |
| 3M | +2.5% | -0.5% | +2.9% | +2.0% |
| 6M | +9.5% | -5.0% | +14.5% | +8.8% |
| YTD | +5.1% | -14.7% | +19.7% | +7.7% |
| 1Y | +15.5% | -8.6% | +24.1% | +11.6% |
| All | +15.5% | -8.8% | +24.2% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling