+14.5%
TFC vs GAP
+6.6%
+7.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | +0.3% |
| 7D | -1.3% | -3.2% | +1.9% | -0.6% |
| 30D | -2.3% | -0.7% | -1.6% | -2.5% |
| 3M | +2.5% | -0.5% | +2.9% | +2.0% |
| 6M | +9.5% | -5.0% | +14.5% | +9.3% |
| YTD | +5.1% | -14.7% | +19.7% | +7.4% |
| 1Y | +15.5% | -8.6% | +24.1% | +15.4% |
| 3Y | +95.2% | +108.4% | -13.2% | +44.1% |
| 5Y | +14.5% | +5.8% | +8.7% | -9.4% |
| All | +14.5% | +6.6% | +7.9% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling