-54.6%
GTLB vs TMF
-87.0%
+32.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +4.6% | +1.0% | +3.6% | +4.4% |
| 30D | +21.0% | -1.8% | +22.8% | +21.4% |
| 3M | +51.7% | -8.2% | +59.9% | +54.1% |
| 6M | +89.3% | -19.5% | +108.8% | +97.1% |
| YTD | +25.6% | -16.0% | +41.6% | +29.6% |
| 1Y | -1.5% | -22.5% | +20.9% | +3.1% |
| 3Y | -9.9% | -42.3% | +32.3% | -3.7% |
| All | -54.6% | -87.0% | +32.3% | -44.4% |
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