+15.9%
GTLB vs TMF
-25.3%
+41.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | -11.1% | +1.2% | -12.3% | -11.2% |
| 30D | -7.5% | +19.7% | -27.2% | -9.7% |
| 3M | +34.8% | -2.1% | +36.9% | +34.9% |
| 6M | +98.0% | -13.4% | +111.4% | +100.8% |
| YTD | +28.1% | -16.7% | +44.9% | +30.5% |
| 1Y | +5.6% | -23.3% | +28.9% | +8.4% |
| 3Y | +15.9% | -24.8% | +40.8% | +0.9% |
| All | +15.9% | -25.3% | +41.3% | +0.9% |
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