+16.2%
TFC vs GD
+8.1%
+8.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.5% |
| 7D | +1.7% | -1.9% | +3.6% | +2.1% |
| 30D | +9.0% | +10.9% | -1.9% | +6.0% |
| 3M | -2.1% | -6.8% | +4.6% | -0.9% |
| 6M | +3.4% | +7.0% | -3.7% | +1.3% |
| YTD | +5.3% | +11.1% | -5.8% | +1.8% |
| 1Y | +16.2% | +7.0% | +9.1% | +13.9% |
| All | +16.2% | +8.1% | +8.0% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling