+34.1%
GEN vs TMF
-88.6%
+122.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.5% |
| 7D | +2.0% | -9.3% | +11.3% | +3.0% |
| 30D | +27.7% | +1.9% | +25.8% | +27.6% |
| 3M | +3.3% | -11.2% | +14.5% | +4.4% |
| 6M | +31.8% | -17.7% | +49.5% | +34.0% |
| YTD | +13.5% | -24.5% | +38.0% | +16.1% |
| 1Y | +16.0% | -29.4% | +45.5% | +19.3% |
| 3Y | +70.6% | -33.4% | +104.0% | +75.1% |
| All | +34.1% | -88.6% | +122.7% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling