+710.0%
PH vs TMF
-81.8%
+791.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +6.9% | -3.4% | +10.2% | +6.4% |
| 30D | +1.7% | +11.5% | -9.8% | +3.2% |
| 3M | -8.1% | -4.5% | -3.6% | -8.5% |
| 6M | +11.5% | -15.0% | +26.5% | +9.5% |
| YTD | +11.4% | -19.9% | +31.2% | +8.6% |
| 1Y | +14.1% | -26.6% | +40.7% | +10.0% |
| 3Y | +138.2% | -29.8% | +168.1% | +133.3% |
| 5Y | +216.0% | -88.2% | +304.2% | +111.3% |
| 10Y | +710.0% | -81.4% | +791.3% | +573.1% |
| All | +710.0% | -81.8% | +791.7% | +573.1% |
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