0.0%
TFC vs GAP
+5.8%
-5.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | -1.2% | -9.3% | +8.1% | +1.1% |
| 30D | +7.8% | -5.5% | +13.2% | +9.0% |
| 3M | -3.0% | +3.5% | -6.4% | -4.4% |
| 6M | +5.8% | +0.7% | +5.1% | +4.0% |
| YTD | +5.3% | -13.4% | +18.6% | +6.8% |
| 1Y | +15.7% | -7.7% | +23.3% | +15.3% |
| 3Y | +94.8% | +74.4% | +20.4% | +51.7% |
| 5Y | 0.0% | +5.3% | -5.3% | -24.1% |
| All | 0.0% | +5.8% | -5.8% | -24.1% |
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