+0.8%
TFC vs GPC
+4.3%
-3.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +2.3% | +0.4% | +1.8% | +2.1% |
| 30D | +10.8% | -6.3% | +17.1% | +13.5% |
| 3M | -3.8% | -8.2% | +4.4% | -0.7% |
| 6M | +9.6% | +27.1% | -17.5% | -2.1% |
| YTD | +5.8% | +3.1% | +2.7% | +1.5% |
| 1Y | +16.2% | +0.1% | +16.1% | +12.9% |
| 3Y | +96.0% | +0.2% | +95.8% | +80.1% |
| All | +0.8% | +4.3% | -3.6% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling