+13.9%
TFC vs GFI
+532.1%
-518.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.2% | +0.4% |
| 7D | -2.5% | -5.1% | +2.7% | -2.5% |
| 30D | -2.8% | +13.4% | -16.3% | -2.9% |
| 3M | +2.1% | +36.2% | -34.1% | +1.9% |
| 6M | +10.1% | -9.8% | +19.9% | +10.0% |
| YTD | +5.4% | +7.7% | -2.2% | +5.4% |
| 1Y | +16.3% | +27.2% | -10.9% | +16.2% |
| 3Y | +95.9% | +300.3% | -204.4% | +93.5% |
| All | +13.9% | +532.1% | -518.2% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling