+156.3%
GEN vs TMF
-87.2%
+243.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.2% |
| 7D | -1.2% | -1.4% | +0.2% | -1.2% |
| 30D | +10.1% | -2.8% | +13.0% | +10.1% |
| 3M | +16.1% | -10.9% | +27.0% | +15.9% |
| 6M | +38.9% | -21.3% | +60.2% | +38.3% |
| YTD | +14.4% | -15.9% | +30.3% | +14.2% |
| 1Y | +5.9% | -15.7% | +21.6% | +5.6% |
| 3Y | +58.8% | -43.4% | +102.1% | +56.3% |
| 5Y | +24.7% | -87.8% | +112.4% | +7.1% |
| All | +156.3% | -87.2% | +243.5% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling