+21.3%
TFC vs GTLB
+6.1%
+15.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +5.1% | -9.7% | +14.7% | +5.3% |
| 30D | +9.8% | +1.7% | +8.1% | +9.8% |
| 3M | -2.4% | +43.6% | -46.0% | -2.8% |
| 6M | +4.9% | +113.0% | -108.0% | +3.6% |
| YTD | +6.6% | +39.5% | -33.0% | +6.2% |
| 1Y | +21.3% | +12.6% | +8.7% | +20.4% |
| All | +21.3% | +6.1% | +15.2% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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