+95.1%
TFC vs GFS
-16.3%
+111.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.9% |
| 7D | -1.2% | +6.2% | -7.4% | -2.3% |
| 30D | +7.8% | -11.4% | +19.1% | +9.6% |
| 3M | -3.0% | -15.5% | +12.5% | -0.7% |
| 6M | +5.8% | -42.6% | +48.4% | +14.1% |
| YTD | +5.3% | +23.2% | -17.9% | -8.5% |
| 1Y | +15.7% | +23.6% | -7.9% | +0.1% |
| All | +95.1% | -16.3% | +111.4% | +77.5% |
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