+96.7%
TFC vs GFS
-20.2%
+116.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.9% | -2.1% |
| 7D | +2.2% | +2.6% | -0.4% | +1.7% |
| 30D | -2.5% | -16.4% | +13.9% | +0.7% |
| 3M | +4.5% | -41.6% | +46.1% | +14.7% |
| 6M | +11.0% | -3.7% | +14.7% | +5.6% |
| YTD | +5.9% | +29.3% | -23.4% | -8.5% |
| 1Y | +14.6% | +37.1% | -22.6% | -3.4% |
| 3Y | +96.7% | -22.1% | +118.9% | +86.5% |
| All | +96.7% | -20.2% | +116.9% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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