+14.5%
PH vs TMF
-22.6%
+37.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.2% | +4.2% |
| 7D | +3.0% | +0.6% | +2.4% | +3.0% |
| 30D | -0.6% | +16.3% | -16.9% | -3.1% |
| 3M | -10.7% | -2.7% | -8.1% | -9.8% |
| 6M | +9.1% | -13.2% | +22.2% | +12.9% |
| YTD | +9.5% | -16.7% | +26.2% | +13.9% |
| All | +14.5% | -22.6% | +37.1% | +22.1% |
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 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