+44.9%
TFC vs GH
+467.1%
-422.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.3% |
| 7D | -2.4% | -2.5% | +0.1% | -2.1% |
| 30D | -3.4% | -4.7% | +1.3% | -2.9% |
| 3M | +0.4% | +20.2% | -19.8% | -2.2% |
| 6M | +12.7% | +78.8% | -66.1% | +4.0% |
| YTD | +5.6% | +54.1% | -48.5% | -0.9% |
| 1Y | +16.0% | +177.1% | -161.1% | +0.5% |
| 3Y | +94.0% | +371.6% | -277.6% | +50.7% |
| 5Y | +16.2% | +21.9% | -5.8% | -0.9% |
| All | +44.9% | +467.1% | -422.3% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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