+31.0%
TFC vs GGLL
+194.0%
-163.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +1.7% | +5.1% | -3.4% | +1.0% |
| 30D | +9.0% | -35.5% | +44.5% | +14.7% |
| 3M | -2.1% | -39.2% | +37.0% | +3.7% |
| 6M | +3.4% | -54.4% | +57.7% | +13.2% |
| YTD | +5.3% | -29.8% | +35.1% | +6.4% |
| 1Y | +16.2% | -20.4% | +36.6% | +14.3% |
| 3Y | +94.8% | +149.7% | -54.9% | +43.6% |
| All | +31.0% | +194.0% | -163.0% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling