+534.9%
GEV vs TMF
-37.9%
+572.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +7.1% | +7.1% |
| 7D | -3.8% | +0.6% | -4.4% | -3.8% |
| 30D | -17.4% | +16.3% | -33.7% | -17.0% |
| 3M | -16.2% | -2.7% | -13.5% | -16.0% |
| 6M | -20.2% | -13.2% | -7.0% | -20.2% |
| YTD | +27.2% | -16.7% | +43.9% | +26.9% |
| 1Y | +44.6% | -22.7% | +67.3% | +43.4% |
| All | +534.9% | -37.9% | +572.8% | +496.3% |
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