-2.4%
GFS vs TMF
-87.5%
+85.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.5% |
| 7D | +1.0% | -1.4% | +2.4% | +1.1% |
| 30D | -8.6% | -2.8% | -5.8% | -8.5% |
| 3M | -46.5% | -10.9% | -35.6% | -46.3% |
| 6M | -4.8% | -21.3% | +16.5% | -4.2% |
| YTD | +29.7% | -15.9% | +45.5% | +30.3% |
| 1Y | +35.8% | -15.7% | +51.6% | +36.4% |
| 3Y | -18.3% | -43.4% | +25.0% | -17.8% |
| All | -2.4% | -87.5% | +85.1% | -3.8% |
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