+44.5%
TFC vs GH
+459.8%
-415.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.1% |
| 7D | +1.7% | -11.2% | +12.9% | +3.1% |
| 30D | +9.0% | -7.2% | +16.2% | +9.8% |
| 3M | -2.1% | -7.1% | +5.0% | -1.7% |
| 6M | +3.4% | +62.3% | -59.0% | -3.5% |
| YTD | +5.3% | +52.1% | -46.8% | -1.4% |
| 1Y | +16.2% | +58.6% | -42.5% | +8.1% |
| 3Y | +94.8% | +619.9% | -525.1% | +43.8% |
| 5Y | -0.7% | +49.7% | -50.4% | -17.2% |
| All | +44.5% | +459.8% | -415.4% | +10.7% |
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