+96.6%
TFC vs GGLL
+245.5%
-148.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.3% |
| 7D | +2.4% | -4.8% | +7.2% | +3.0% |
| 30D | -1.3% | -13.7% | +12.4% | +0.3% |
| 3M | +6.1% | -21.9% | +27.9% | +8.3% |
| 6M | +7.3% | +11.7% | -4.3% | +3.7% |
| YTD | +8.2% | +2.3% | +5.9% | +5.5% |
| 1Y | +14.4% | +76.2% | -61.7% | +2.5% |
| All | +96.6% | +245.5% | -148.9% | +54.0% |
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