+246.5%
GM vs TMF
-57.5%
+303.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.9% |
| 7D | +1.9% | -1.4% | +3.4% | +1.7% |
| 30D | -1.4% | -2.8% | +1.5% | -1.8% |
| 3M | +5.9% | -10.9% | +16.8% | +4.0% |
| 6M | +12.4% | -21.3% | +33.7% | +8.1% |
| YTD | +8.6% | -15.9% | +24.5% | +5.8% |
| 1Y | +52.6% | -15.7% | +68.4% | +48.8% |
| 3Y | +169.7% | -43.4% | +213.0% | +150.3% |
| 5Y | +87.5% | -87.8% | +175.3% | +27.4% |
| 10Y | +233.0% | -86.7% | +319.7% | +160.2% |
| All | +246.5% | -57.5% | +303.9% | +319.5% |
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 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