+251.0%
GM vs TMF
-59.5%
+310.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -3.8% | -3.4% | -0.5% | -4.3% |
| 30D | +7.9% | +11.5% | -3.6% | +9.8% |
| 3M | -0.3% | -4.5% | +4.2% | -1.0% |
| 6M | +18.6% | -15.0% | +33.5% | +15.6% |
| YTD | +10.0% | -19.9% | +29.9% | +6.3% |
| 1Y | +25.9% | -26.6% | +52.5% | +19.9% |
| 3Y | +241.2% | -29.8% | +271.0% | +229.7% |
| 5Y | +50.0% | -88.2% | +138.2% | +0.8% |
| 10Y | +215.1% | -81.4% | +296.5% | +167.9% |
| All | +251.0% | -59.5% | +310.5% | +321.7% |
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