+73.5%
TFC vs GD
+165.4%
-91.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | +0.1% |
| 7D | +0.1% | +1.9% | -1.8% | -1.3% |
| 30D | +8.6% | +9.2% | -0.6% | +1.5% |
| 3M | -4.3% | -7.5% | +3.1% | +1.0% |
| 6M | +5.4% | +5.8% | -0.3% | 0.0% |
| YTD | +4.5% | +9.8% | -5.3% | -5.0% |
| 1Y | +14.0% | +5.8% | +8.2% | +6.6% |
| 3Y | +93.4% | +58.0% | +35.3% | +27.0% |
| 5Y | +0.5% | +100.4% | -99.9% | -48.2% |
| All | +73.5% | +165.4% | -91.9% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling