+19.3%
PH vs TMF
-23.9%
+43.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.5% | -6.1% | -4.0% |
| 7D | -0.2% | +4.0% | -4.2% | -0.7% |
| 30D | -6.7% | +19.5% | -26.2% | -9.9% |
| 3M | -8.1% | -3.5% | -4.6% | -7.0% |
| 6M | +5.3% | -10.6% | +15.9% | +8.7% |
| YTD | +4.2% | -17.1% | +21.3% | +8.9% |
| 1Y | +19.3% | -24.3% | +43.6% | +31.4% |
| All | +19.3% | -23.9% | +43.2% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling