+420.1%
GNRC vs TMF
-86.4%
+506.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -2.6% |
| 7D | -0.7% | -4.8% | +4.0% | -0.8% |
| 30D | -15.8% | -4.9% | -10.9% | -15.9% |
| 3M | -24.0% | -13.4% | -10.6% | -24.3% |
| 6M | -13.8% | -23.0% | +9.3% | -14.3% |
| YTD | +33.2% | -20.2% | +53.4% | +32.5% |
| 1Y | -1.8% | -26.5% | +24.7% | -2.5% |
| 3Y | +57.7% | -45.2% | +102.9% | +54.7% |
| 5Y | -59.7% | -88.4% | +28.7% | -68.4% |
| All | +420.1% | -86.4% | +506.5% | +345.8% |
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