+2,114.4%
GNRC vs TMF
-48.8%
+2,163.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | +1.9% | -1.4% | +3.4% | +1.8% |
| 30D | -13.8% | -2.8% | -11.0% | -14.1% |
| 3M | -32.6% | -10.9% | -21.7% | -33.4% |
| 6M | -15.2% | -21.3% | +6.1% | -17.2% |
| YTD | +37.4% | -15.9% | +53.3% | +35.1% |
| 1Y | +5.1% | -15.7% | +20.9% | +3.5% |
| 3Y | +57.5% | -43.4% | +100.9% | +49.7% |
| 5Y | -58.7% | -87.8% | +29.0% | -69.7% |
| 10Y | +395.5% | -86.7% | +482.2% | +309.1% |
| All | +2,114.4% | -48.8% | +2,163.2% | +2,719.7% |
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