+94.8%
TFC vs GGLL
+157.4%
-62.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +1.7% | +5.1% | -3.4% | +1.2% |
| 30D | +9.0% | -35.5% | +44.5% | +13.4% |
| 3M | -2.1% | -39.2% | +37.0% | +2.3% |
| 6M | +3.4% | -54.4% | +57.7% | +11.1% |
| YTD | +5.3% | -29.8% | +35.1% | +5.9% |
| 1Y | +16.2% | -20.4% | +36.6% | +14.5% |
| 3Y | +94.8% | +149.7% | -54.9% | +60.7% |
| All | +94.8% | +157.4% | -62.6% | +60.7% |
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