+239.5%
GM vs TMF
-61.8%
+301.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.5% |
| 7D | -0.2% | -9.3% | +9.1% | -1.7% |
| 30D | +3.6% | +1.9% | +1.6% | +3.9% |
| 3M | -0.2% | -11.2% | +11.0% | -2.1% |
| 6M | +13.9% | -17.7% | +31.6% | +10.5% |
| YTD | +6.5% | -24.5% | +30.9% | +1.9% |
| 1Y | +20.7% | -29.4% | +50.1% | +14.2% |
| 3Y | +229.5% | -33.4% | +262.9% | +215.8% |
| 5Y | +41.5% | -88.7% | +130.2% | -5.4% |
| 10Y | +204.8% | -82.5% | +287.2% | +156.8% |
| All | +239.5% | -61.8% | +301.3% | +304.2% |
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