+79.0%
TFC vs GPC
+78.6%
+0.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -1.2% | -2.1% | +0.9% | 0.0% |
| 30D | +7.8% | -4.5% | +12.3% | +10.4% |
| 3M | -3.0% | -7.7% | +4.7% | +1.1% |
| 6M | +5.8% | +24.3% | -18.5% | -8.7% |
| YTD | +5.3% | +3.5% | +1.8% | -1.0% |
| 1Y | +15.7% | +0.7% | +14.9% | +10.5% |
| 3Y | +94.8% | 0.0% | +94.8% | +76.4% |
| 5Y | 0.0% | +5.8% | -5.8% | -15.1% |
| 10Y | +79.0% | +75.8% | +3.3% | +3.9% |
| All | +79.0% | +78.6% | +0.4% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling