+93.7%
TFC vs GFI
+292.6%
-198.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.2% | +0.4% |
| 7D | -2.5% | -5.1% | +2.7% | -2.4% |
| 30D | -2.8% | +13.4% | -16.3% | -3.2% |
| 3M | +2.1% | +36.2% | -34.1% | +1.1% |
| 6M | +10.1% | -9.8% | +19.9% | +10.0% |
| YTD | +5.4% | +7.7% | -2.2% | +4.9% |
| 1Y | +16.3% | +27.2% | -10.9% | +15.0% |
| All | +93.7% | +292.6% | -198.9% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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