+676.1%
PBR vs TMF
-86.2%
+762.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.3% |
| 7D | +0.3% | -0.9% | +1.2% | +0.2% |
| 30D | +17.5% | -1.0% | +18.5% | +17.5% |
| 3M | +20.9% | -11.3% | +32.2% | +19.3% |
| 6M | +20.2% | -22.7% | +43.0% | +16.8% |
| YTD | +84.3% | -17.3% | +101.6% | +80.7% |
| 1Y | +77.1% | -22.5% | +99.6% | +72.5% |
| 3Y | +100.8% | -43.2% | +144.0% | +90.5% |
| 5Y | +556.1% | -88.3% | +644.4% | +355.9% |
| 10Y | +676.1% | -86.0% | +762.1% | +509.6% |
| All | +676.1% | -86.2% | +762.3% | +509.6% |
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