+80.5%
GM vs TMF
-88.0%
+168.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.3% |
| 7D | -1.1% | -0.9% | -0.2% | -1.1% |
| 30D | -4.6% | -1.0% | -3.6% | -4.6% |
| 3M | +0.2% | -11.3% | +11.5% | +0.4% |
| 6M | +12.6% | -22.7% | +35.3% | +13.0% |
| YTD | +3.7% | -17.3% | +21.0% | +4.0% |
| 1Y | +45.6% | -22.5% | +68.1% | +46.1% |
| 3Y | +162.0% | -43.2% | +205.2% | +161.8% |
| 5Y | +80.5% | -88.3% | +168.8% | +44.5% |
| All | +80.5% | -88.0% | +168.4% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling