+2,700.2%
TFC vs GAP
+2,258.2%
+441.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +2.4% | -4.5% | +6.9% | +3.6% |
| 30D | -1.3% | +9.0% | -10.3% | -3.9% |
| 3M | +6.1% | +5.0% | +1.1% | +4.1% |
| 6M | +7.3% | -17.8% | +25.1% | +11.1% |
| YTD | +8.2% | -10.4% | +18.6% | +9.3% |
| 1Y | +14.4% | -3.4% | +17.8% | +12.7% |
| 3Y | +93.7% | +111.5% | -17.8% | +43.7% |
| 5Y | +16.4% | +8.8% | +7.6% | -3.1% |
| 10Y | +101.6% | +32.9% | +68.7% | +40.7% |
| All | +2,700.2% | +2,258.2% | +441.9% | +1,113.4% |
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 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