+48.4%
TFC vs GH
+481.7%
-433.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | -1.3% | -1.1% | -0.2% | -1.3% |
| 3M | +6.1% | +21.3% | -15.2% | +3.2% |
| 6M | +7.3% | +73.5% | -66.2% | -0.5% |
| YTD | +8.2% | +58.0% | -49.8% | +1.2% |
| 1Y | +14.4% | +163.1% | -148.6% | -0.3% |
| 3Y | +93.7% | +361.0% | -267.3% | +50.9% |
| 5Y | +16.4% | +22.5% | -6.1% | -0.8% |
| All | +48.4% | +481.7% | -433.2% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling