+14.0%
TFC vs GPN
-44.7%
+58.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -2.4% | -4.6% | +2.2% | -0.5% |
| 30D | -3.4% | -0.3% | -3.1% | -3.5% |
| 3M | +0.4% | +35.4% | -35.0% | -12.5% |
| 6M | +12.7% | +21.7% | -9.0% | +1.9% |
| YTD | +5.6% | +14.9% | -9.3% | -3.0% |
| 1Y | +16.0% | +3.2% | +12.8% | +11.6% |
| 3Y | +94.0% | -27.1% | +121.1% | +114.4% |
| All | +14.0% | -44.7% | +58.7% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling