+15.9%
TFC vs GH
+178.7%
-162.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -2.3% | -2.6% | +0.3% | -2.2% |
| 3M | +2.5% | +25.1% | -22.6% | +0.4% |
| 6M | +9.5% | +78.5% | -69.0% | +4.2% |
| YTD | +5.1% | +59.4% | -54.3% | +0.6% |
| All | +15.9% | +178.7% | -162.8% | +12.1% |
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