+737.3%
PH vs TMF
-83.0%
+820.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.2% | +4.2% |
| 7D | +3.0% | +0.6% | +2.4% | +3.2% |
| 30D | -0.6% | +16.3% | -16.9% | +1.4% |
| 3M | -10.7% | -2.7% | -8.1% | -10.9% |
| 6M | +9.1% | -13.2% | +22.2% | +7.3% |
| YTD | +9.5% | -16.7% | +26.2% | +7.3% |
| 1Y | +14.0% | -22.7% | +36.8% | +10.6% |
| 3Y | +138.9% | -26.1% | +165.0% | +135.5% |
| 5Y | +209.1% | -88.4% | +297.6% | +103.6% |
| 10Y | +737.3% | -81.8% | +819.1% | +591.9% |
| All | +737.3% | -83.0% | +820.3% | +591.9% |
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 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