+606.9%
GEV vs TMF
-40.5%
+647.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.6% | -2.9% |
| 7D | -1.9% | -4.8% | +2.9% | -2.0% |
| 30D | -8.7% | -4.9% | -3.8% | -8.7% |
| 3M | +6.6% | -13.4% | +20.0% | +6.4% |
| 6M | +10.2% | -23.0% | +33.3% | +9.3% |
| YTD | +41.6% | -20.2% | +61.8% | +40.9% |
| 1Y | +43.9% | -26.5% | +70.4% | +42.4% |
| All | +606.9% | -40.5% | +647.4% | +561.9% |
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 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