+14.6%
TFC vs GPC
-0.1%
+14.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.6% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | -2.5% | -0.4% | -2.1% | -2.4% |
| 3M | +4.5% | +39.2% | -34.6% | -2.6% |
| 6M | +11.0% | +18.2% | -7.3% | +6.0% |
| YTD | +5.9% | +12.1% | -6.2% | -1.5% |
| 1Y | +14.6% | -0.7% | +15.2% | +8.5% |
| All | +14.6% | -0.1% | +14.7% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling