+93.7%
TFC vs GPN
-27.4%
+121.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.3% |
| 7D | -2.5% | -3.5% | +1.0% | -1.3% |
| 30D | -2.8% | +3.1% | -6.0% | -4.1% |
| 3M | +2.1% | +42.3% | -40.1% | -10.7% |
| 6M | +10.1% | +20.9% | -10.8% | +1.5% |
| YTD | +5.4% | +15.2% | -9.8% | -1.5% |
| 1Y | +16.3% | +5.4% | +10.9% | +12.4% |
| All | +93.7% | -27.4% | +121.1% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling