+93.0%
TFC vs GIS
-35.3%
+128.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -1.3% | -8.6% | +7.3% | -0.1% |
| 30D | -2.3% | -0.5% | -1.9% | -2.4% |
| 3M | +2.5% | +11.9% | -9.4% | +0.6% |
| 6M | +9.5% | -11.6% | +21.1% | +10.5% |
| YTD | +5.1% | -16.3% | +21.4% | +6.6% |
| 1Y | +15.5% | -21.8% | +37.2% | +18.1% |
| All | +93.0% | -35.3% | +128.3% | +101.6% |
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