+138.5%
PBR vs TMF
-68.9%
+207.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.8% |
| 7D | +8.6% | -1.4% | +10.0% | +8.3% |
| 30D | +12.8% | -2.8% | +15.6% | +12.3% |
| 3M | +14.7% | -10.9% | +25.6% | +12.5% |
| 6M | +25.2% | -21.3% | +46.5% | +20.1% |
| YTD | +77.1% | -15.9% | +93.0% | +72.5% |
| 1Y | +69.6% | -15.7% | +85.3% | +65.5% |
| 3Y | +95.6% | -43.4% | +138.9% | +80.5% |
| 5Y | +501.8% | -87.8% | +589.5% | +297.1% |
| 10Y | +640.6% | -86.7% | +727.3% | +463.7% |
| All | +138.5% | -68.9% | +207.3% | +188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling