+3,212.4%
PH vs TMF
-68.9%
+3,281.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.1% |
| 7D | -3.1% | -1.4% | -1.6% | -3.3% |
| 30D | -3.2% | -2.8% | -0.4% | -3.7% |
| 3M | +10.6% | -10.9% | +21.5% | +8.2% |
| 6M | -2.1% | -21.3% | +19.2% | -6.5% |
| YTD | +10.2% | -15.9% | +26.1% | +6.8% |
| 1Y | +28.2% | -15.7% | +44.0% | +24.5% |
| 3Y | +134.9% | -43.4% | +178.2% | +115.6% |
| 5Y | +253.6% | -87.8% | +341.4% | +130.9% |
| 10Y | +804.7% | -86.7% | +891.5% | +594.5% |
| All | +3,212.4% | -68.9% | +3,281.3% | +4,049.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling