-2.1%
GTLB vs TMF
-21.8%
+19.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +4.6% | +1.0% | +3.6% | +4.3% |
| 30D | +21.0% | -1.8% | +22.8% | +21.3% |
| 3M | +51.7% | -8.2% | +59.9% | +53.7% |
| 6M | +89.3% | -19.5% | +108.8% | +96.4% |
| YTD | +25.6% | -16.0% | +41.6% | +29.7% |
| All | -2.1% | -21.8% | +19.7% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling