-19.3%
GIS vs TMF
-22.6%
+3.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | +10.1% | +16.3% | -6.2% | +7.3% |
| 3M | -3.7% | -2.7% | -1.0% | -4.6% |
| 6M | +4.3% | -13.2% | +17.4% | +3.9% |
| YTD | -19.8% | -16.7% | -3.1% | -19.3% |
| All | -19.3% | -22.6% | +3.2% | -19.5% |
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