+23.6%
GFS vs TMF
-26.6%
+50.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +6.2% | -3.4% | +9.6% | +6.8% |
| 30D | -11.4% | +11.5% | -22.9% | -14.5% |
| 3M | -15.5% | -4.5% | -11.0% | -14.7% |
| 6M | -42.6% | -15.0% | -27.7% | -40.2% |
| YTD | +23.2% | -19.9% | +43.0% | +27.6% |
| 1Y | +23.6% | -26.6% | +50.2% | +32.4% |
| All | +23.6% | -26.6% | +50.2% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling