+86.2%
TFC vs GGLL
+154.9%
-68.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.1% |
| 7D | +1.2% | +3.1% | -1.9% | +0.9% |
| 30D | +8.3% | -36.3% | +44.7% | +12.9% |
| 3M | -5.2% | -40.4% | +35.2% | -0.6% |
| 6M | -0.8% | -54.6% | +53.8% | +6.7% |
| YTD | +3.4% | -31.1% | +34.6% | +4.3% |
| 1Y | +17.0% | -19.2% | +36.2% | +14.9% |
| 3Y | +86.2% | +151.5% | -65.4% | +51.7% |
| All | +86.2% | +154.9% | -68.8% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling