+14.4%
TFC vs GNRC
+6.8%
+7.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.1% |
| 7D | +2.4% | +1.9% | +0.5% | +2.3% |
| 30D | -1.3% | -13.8% | +12.5% | -0.4% |
| 3M | +6.1% | -32.6% | +38.7% | +8.5% |
| 6M | +7.3% | -15.2% | +22.5% | +6.8% |
| YTD | +8.2% | +37.4% | -29.2% | +3.4% |
| 1Y | +14.4% | +5.1% | +9.3% | +9.9% |
| All | +14.4% | +6.8% | +7.7% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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