+2,970.5%
PH vs TMF
-69.1%
+3,039.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -1.9% |
| 7D | -3.9% | +2.7% | -6.6% | -3.4% |
| 30D | -9.4% | +19.3% | -28.7% | -6.1% |
| 3M | -10.3% | -3.7% | -6.6% | -10.7% |
| 6M | +2.7% | -11.3% | +14.0% | +0.6% |
| YTD | +2.1% | -16.6% | +18.7% | -0.9% |
| 1Y | +16.2% | -21.1% | +37.3% | +11.5% |
| 3Y | +129.3% | -26.8% | +156.1% | +123.1% |
| 5Y | +191.7% | -88.0% | +279.8% | +89.3% |
| 10Y | +759.2% | -84.7% | +843.9% | +586.4% |
| All | +2,970.5% | -69.1% | +3,039.6% | +3,748.8% |
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