+213.5%
PH vs TMF
-88.3%
+301.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +0.9% |
| 7D | +2.1% | -1.1% | +3.2% | +2.1% |
| 30D | +0.3% | +11.8% | -11.5% | +0.1% |
| 3M | -8.8% | -4.0% | -4.8% | -8.8% |
| 6M | +10.0% | -16.5% | +26.6% | +10.3% |
| YTD | +10.5% | -19.9% | +30.4% | +10.8% |
| 1Y | +15.5% | -25.6% | +41.1% | +15.9% |
| 3Y | +136.4% | -29.9% | +166.2% | +136.2% |
| All | +213.5% | -88.3% | +301.8% | +173.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling