+31.6%
TFC vs GGLL
+210.8%
-179.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.5% |
| 7D | +2.3% | +7.7% | -5.4% | +1.2% |
| 30D | +10.8% | -30.2% | +41.0% | +15.4% |
| 3M | -3.8% | -31.3% | +27.5% | +0.3% |
| 6M | +9.6% | -52.1% | +61.7% | +19.3% |
| YTD | +5.8% | -25.9% | +31.6% | +6.0% |
| 1Y | +16.2% | -8.5% | +24.6% | +11.8% |
| 3Y | +96.0% | +165.5% | -69.6% | +43.2% |
| All | +31.6% | +210.8% | -179.1% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling