+575.8%
PBR vs TMF
-82.1%
+657.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.1% |
| 7D | -1.0% | -9.3% | +8.2% | -2.3% |
| 30D | -29.3% | +1.9% | -31.2% | -29.0% |
| 3M | +5.5% | -11.2% | +16.8% | +4.1% |
| 6M | -2.9% | -17.7% | +14.8% | -4.9% |
| YTD | +61.5% | -24.5% | +85.9% | +56.6% |
| 1Y | +46.9% | -29.4% | +76.3% | +41.2% |
| 3Y | +66.4% | -33.4% | +99.9% | +62.3% |
| 5Y | +460.3% | -88.7% | +549.0% | +282.6% |
| All | +575.8% | -82.1% | +657.8% | +416.5% |
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