+66.1%
PBR vs TMF
-25.3%
+91.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -16.0% | +1.2% | -17.2% | -15.9% |
| 30D | -22.8% | +19.7% | -42.5% | -22.5% |
| 3M | +3.0% | -2.1% | +5.1% | +3.1% |
| 6M | -8.1% | -13.4% | +5.4% | -7.9% |
| YTD | +63.1% | -16.7% | +79.9% | +63.4% |
| 1Y | +59.3% | -23.3% | +82.6% | +60.0% |
| 3Y | +66.1% | -24.8% | +91.0% | +73.4% |
| All | +66.1% | -25.3% | +91.5% | +73.4% |
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