+510.2%
GEV vs TMF
-40.3%
+550.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.9% | 0.0% | -4.1% |
| 7D | -13.2% | -1.1% | -12.1% | -13.2% |
| 30D | -20.6% | +11.8% | -32.4% | -20.4% |
| 3M | -19.5% | -4.0% | -15.5% | -19.4% |
| 6M | -23.3% | -16.5% | -6.8% | -23.5% |
| YTD | +22.2% | -19.9% | +42.2% | +21.8% |
| 1Y | +37.8% | -25.6% | +63.4% | +36.5% |
| All | +510.2% | -40.3% | +550.5% | +472.2% |
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 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