+2,632.4%
TFC vs GFI
+650.5%
+1,981.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -2.4% | -4.9% | +2.4% | -2.3% |
| 30D | -3.4% | +10.7% | -14.1% | -3.5% |
| 3M | +0.4% | +25.6% | -25.2% | 0.0% |
| 6M | +12.7% | -8.3% | +20.9% | +12.7% |
| YTD | +5.6% | +6.3% | -0.7% | +5.2% |
| 1Y | +16.0% | +22.1% | -6.1% | +15.3% |
| 3Y | +94.0% | +289.2% | -195.2% | +88.1% |
| 5Y | +16.2% | +531.7% | -515.5% | +11.0% |
| 10Y | +98.2% | +1,043.8% | -945.6% | +83.6% |
| All | +2,632.4% | +650.5% | +1,981.9% | +2,556.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling