+88.5%
TFC vs GD
+190.6%
-102.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.4% |
| 7D | +1.2% | -5.0% | +6.2% | +5.0% |
| 30D | +8.3% | +8.9% | -0.6% | +1.4% |
| 3M | -5.2% | -8.0% | +2.9% | +0.6% |
| 6M | -0.8% | +2.9% | -3.7% | -3.9% |
| YTD | +3.4% | +7.1% | -3.6% | -4.2% |
| 1Y | +17.0% | +5.9% | +11.1% | +9.2% |
| 3Y | +86.2% | +53.9% | +32.3% | +24.8% |
| 5Y | -2.3% | +95.4% | -97.7% | -48.7% |
| All | +88.5% | +190.6% | -102.0% | -29.3% |
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