+84.2%
GNRC vs TMF
-32.2%
+116.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | +7.9% | -9.3% | +17.2% | +9.1% |
| 30D | -3.7% | +1.9% | -5.6% | -4.2% |
| 3M | -11.9% | -11.2% | -0.7% | -10.8% |
| 6M | -28.6% | -17.7% | -10.9% | -27.1% |
| YTD | +39.9% | -24.5% | +64.3% | +43.7% |
| 1Y | +23.4% | -29.4% | +52.8% | +27.6% |
| 3Y | +84.2% | -33.4% | +117.7% | +84.3% |
| All | +84.2% | -32.2% | +116.5% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling