+255.9%
TFC vs GPN
+2,449.8%
-2,193.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.3% |
| 7D | -1.3% | -6.2% | +4.9% | +1.3% |
| 30D | -2.3% | +1.0% | -3.4% | -3.0% |
| 3M | +2.5% | +36.9% | -34.4% | -10.8% |
| 6M | +9.5% | +16.8% | -7.3% | +0.9% |
| YTD | +5.1% | +13.2% | -8.2% | -2.9% |
| 1Y | +15.5% | +1.4% | +14.0% | +11.3% |
| 3Y | +95.2% | -28.6% | +123.8% | +112.1% |
| 5Y | +14.5% | -47.0% | +61.5% | +37.0% |
| 10Y | +97.2% | +25.2% | +72.0% | +72.4% |
| All | +255.9% | +2,449.8% | -2,193.9% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling