-54.1%
GTLB vs TMF
-88.3%
+34.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.3% | +1.2% |
| 7D | -0.7% | -9.3% | +8.5% | +1.2% |
| 30D | -10.2% | +1.9% | -12.1% | -10.7% |
| 3M | +10.1% | -11.2% | +21.3% | +12.5% |
| 6M | +116.5% | -17.7% | +134.2% | +124.0% |
| YTD | +27.2% | -24.5% | +51.6% | +33.7% |
| 1Y | +8.6% | -29.4% | +38.0% | +15.6% |
| 3Y | +5.6% | -33.4% | +39.0% | +8.5% |
| 5Y | -61.8% | -88.7% | +26.9% | -52.5% |
| All | -54.1% | -88.3% | +34.2% | -42.7% |
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 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