+16.2%
TFC vs GH
+56.7%
-40.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.3% | +1.4% |
| 7D | +2.3% | +0.6% | +1.7% | +2.2% |
| 30D | +10.8% | -6.9% | +17.7% | +11.3% |
| 3M | -3.8% | -4.9% | +1.2% | -3.9% |
| 6M | +9.6% | +54.1% | -44.5% | +2.4% |
| YTD | +5.8% | +48.5% | -42.7% | -1.0% |
| 1Y | +16.2% | +61.2% | -45.0% | +8.5% |
| All | +16.2% | +56.7% | -40.5% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling