+80.9%
TFC vs GD
+180.8%
-100.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -1.2% |
| 7D | +1.7% | -1.9% | +3.6% | +3.1% |
| 30D | +9.0% | +10.9% | -1.9% | +0.7% |
| 3M | -2.1% | -6.8% | +4.6% | +2.8% |
| 6M | +3.4% | +7.0% | -3.7% | -2.8% |
| YTD | +5.3% | +11.1% | -5.8% | -5.1% |
| 1Y | +16.2% | +7.0% | +9.1% | +7.7% |
| 3Y | +94.8% | +59.9% | +34.9% | +26.8% |
| 5Y | -0.7% | +102.5% | -103.1% | -49.2% |
| 10Y | +80.9% | +174.0% | -93.2% | -26.2% |
| All | +80.9% | +180.8% | -100.0% | -26.2% |
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