+93.6%
TFC vs GIS
-40.4%
+134.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.5% |
| 7D | +0.1% | -8.1% | +8.2% | +1.2% |
| 30D | +8.6% | +5.3% | +3.3% | +7.8% |
| 3M | -4.3% | -10.5% | +6.2% | -3.2% |
| 6M | +5.4% | +1.8% | +3.6% | +4.7% |
| YTD | +4.5% | -22.9% | +27.5% | +6.8% |
| 1Y | +14.0% | -22.9% | +36.9% | +16.4% |
| All | +93.6% | -40.4% | +134.0% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 3y: compounded portfolio wealth divided by compounded GIS 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…
3y analysis · Full analysis span regression · 6 months rolling