+30.1%
TFC vs GGLL
+217.5%
-187.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.3% | -1.2% |
| 7D | +0.1% | +11.5% | -11.4% | -1.4% |
| 30D | +8.6% | -31.2% | +39.9% | +13.4% |
| 3M | -4.3% | -28.7% | +24.3% | -0.8% |
| 6M | +5.4% | -47.2% | +52.6% | +13.0% |
| YTD | +4.5% | -24.3% | +28.8% | +4.5% |
| 1Y | +14.0% | -12.0% | +26.0% | +10.6% |
| 3Y | +93.4% | +169.6% | -76.3% | +41.1% |
| All | +30.1% | +217.5% | -187.4% | -12.2% |
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