+492.6%
GEV vs TMF
-37.9%
+530.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -9.8% | +1.2% | -11.0% | -9.7% |
| 30D | -22.3% | +19.7% | -42.1% | -21.9% |
| 3M | -22.6% | -2.1% | -20.5% | -22.4% |
| 6M | -30.7% | -13.4% | -17.3% | -30.8% |
| YTD | +18.7% | -16.7% | +35.5% | +18.5% |
| 1Y | +41.0% | -23.3% | +64.4% | +39.9% |
| All | +492.6% | -37.9% | +530.6% | +456.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling