+14.0%
TFC vs GNRC
-58.7%
+72.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.5% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -3.4% | -15.7% | +12.4% | -0.1% |
| 3M | +0.4% | -27.3% | +27.8% | +6.2% |
| 6M | +12.7% | -12.1% | +24.7% | +13.2% |
| YTD | +5.6% | +37.1% | -31.5% | -5.0% |
| 1Y | +16.0% | -0.5% | +16.5% | +11.6% |
| 3Y | +94.0% | +61.5% | +32.5% | +62.2% |
| All | +14.0% | -58.7% | +72.7% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling