+93.7%
TFC vs GNRC
+57.0%
+36.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +2.9% | +0.9% |
| 7D | -2.5% | -0.7% | -1.7% | -2.4% |
| 30D | -2.8% | -15.8% | +13.0% | +0.5% |
| 3M | +2.1% | -24.0% | +26.2% | +6.7% |
| 6M | +10.1% | -13.8% | +23.9% | +10.3% |
| YTD | +5.4% | +33.2% | -27.8% | -7.0% |
| 1Y | +16.3% | -1.8% | +18.1% | +10.8% |
| All | +93.7% | +57.0% | +36.7% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling