-4.1%
GTLB vs TMF
-41.6%
+37.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +11.1% | -1.4% | +12.5% | +11.3% |
| 30D | +37.8% | -2.8% | +40.6% | +38.3% |
| 3M | +61.6% | -10.9% | +72.5% | +63.7% |
| 6M | +98.9% | -21.3% | +120.2% | +104.4% |
| YTD | +32.8% | -15.9% | +48.7% | +35.4% |
| 1Y | +14.7% | -15.7% | +30.4% | +16.9% |
| All | -4.1% | -41.6% | +37.6% | +6.8% |
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