+393.3%
GEN vs TMF
-69.2%
+462.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.5% | -2.7% |
| 7D | +2.3% | +1.2% | +1.1% | +2.4% |
| 30D | +33.1% | +19.7% | +13.3% | +35.2% |
| 3M | +6.5% | -2.1% | +8.6% | +6.2% |
| 6M | +53.8% | -13.4% | +67.2% | +51.6% |
| YTD | +11.2% | -16.7% | +28.0% | +9.3% |
| 1Y | +19.4% | -23.3% | +42.7% | +16.4% |
| 3Y | +81.0% | -24.8% | +105.9% | +78.5% |
| 5Y | +33.4% | -88.0% | +121.5% | +2.9% |
| 10Y | +164.3% | -84.7% | +249.0% | +133.4% |
| All | +393.3% | -69.2% | +462.5% | +548.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling