+231.1%
GM vs TMF
-86.4%
+317.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -5.1% | +2.6% | -3.0% |
| 30D | -1.1% | -4.6% | +3.5% | -1.6% |
| 3M | +6.1% | -16.6% | +22.7% | +4.1% |
| 6M | +15.0% | -19.9% | +34.8% | +12.2% |
| YTD | +6.0% | -20.2% | +26.1% | +3.5% |
| 1Y | +47.1% | -27.7% | +74.8% | +42.1% |
| 3Y | +170.5% | -43.9% | +214.4% | +156.7% |
| 5Y | +80.5% | -88.4% | +168.9% | +25.2% |
| All | +231.1% | -86.4% | +317.5% | +176.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling