+2,624.8%
TFC vs GAP
+2,180.4%
+444.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | -1.2% | -9.3% | +8.1% | +1.3% |
| 30D | +7.8% | -5.5% | +13.2% | +9.2% |
| 3M | -3.0% | +3.5% | -6.4% | -4.5% |
| 6M | +5.8% | +0.7% | +5.1% | +3.9% |
| YTD | +5.3% | -13.4% | +18.6% | +6.9% |
| 1Y | +15.7% | -7.7% | +23.3% | +15.2% |
| 3Y | +94.8% | +74.4% | +20.4% | +51.8% |
| 5Y | 0.0% | +5.3% | -5.3% | -16.1% |
| 10Y | +79.0% | +4.7% | +74.4% | +32.0% |
| All | +2,624.8% | +2,180.4% | +444.4% | +1,086.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling