+233.8%
TFC vs GNRC
+2,120.5%
-1,886.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.7% | -2.5% |
| 7D | +2.2% | +4.8% | -2.6% | +1.0% |
| 30D | -2.5% | -10.4% | +7.9% | +0.1% |
| 3M | +4.5% | -28.5% | +33.0% | +12.6% |
| 6M | +11.0% | -6.8% | +17.7% | +10.1% |
| YTD | +5.9% | +39.5% | -33.6% | -7.0% |
| 1Y | +14.6% | +3.4% | +11.2% | +8.2% |
| 3Y | +96.7% | +65.1% | +31.6% | +58.1% |
| 5Y | +15.6% | -57.1% | +72.7% | +24.1% |
| 10Y | +98.6% | +432.5% | -333.9% | -2.2% |
| All | +233.8% | +2,120.5% | -1,886.7% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling