+87.9%
TFC vs GD
+55.3%
+32.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.1% |
| 7D | +1.1% | -3.9% | +5.0% | +2.6% |
| 30D | +7.8% | +8.1% | -0.3% | +4.3% |
| 3M | -4.8% | -6.8% | +2.0% | -2.2% |
| 6M | +1.8% | +3.0% | -1.2% | +0.1% |
| YTD | +4.4% | +7.8% | -3.4% | +0.1% |
| 1Y | +18.0% | +5.8% | +12.2% | +14.1% |
| All | +87.9% | +55.3% | +32.6% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling