+567.7%
PBR vs TMF
-87.6%
+655.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +2.5% | +1.0% | +1.5% | +2.5% |
| 30D | +19.4% | -1.8% | +21.2% | +19.4% |
| 3M | +20.8% | -8.2% | +29.0% | +20.8% |
| 6M | +23.5% | -19.5% | +43.0% | +23.5% |
| YTD | +83.4% | -16.0% | +99.4% | +83.4% |
| 1Y | +77.6% | -22.5% | +100.0% | +77.6% |
| 3Y | +99.9% | -42.3% | +142.1% | +99.7% |
| 5Y | +567.7% | -87.7% | +655.4% | +561.8% |
| All | +567.7% | -87.6% | +655.3% | +561.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling