+6.0%
TFC vs GTLB
-50.0%
+56.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.2% | -1.5% |
| 7D | +2.2% | +4.6% | -2.3% | +1.7% |
| 30D | -2.5% | +21.0% | -23.5% | -4.6% |
| 3M | +4.5% | +51.7% | -47.2% | -0.5% |
| 6M | +11.0% | +89.3% | -78.3% | +2.2% |
| YTD | +5.9% | +25.6% | -19.7% | +1.9% |
| 1Y | +14.6% | -1.5% | +16.1% | +12.9% |
| 3Y | +96.7% | -9.9% | +106.7% | +90.1% |
| All | +6.0% | -50.0% | +56.0% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling