-22.3%
PINS vs TMF
-81.6%
+59.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.2% |
| 7D | -2.1% | +1.2% | -3.3% | -2.0% |
| 30D | -6.6% | +19.7% | -26.4% | -6.2% |
| 3M | -18.7% | -2.1% | -16.6% | -18.8% |
| 6M | -10.4% | -13.4% | +3.1% | -10.8% |
| YTD | -26.8% | -16.7% | -10.0% | -27.1% |
| 1Y | -27.9% | -23.3% | -4.5% | -28.4% |
| 3Y | -38.7% | -24.8% | -13.9% | -39.0% |
| 5Y | -59.0% | -88.0% | +29.1% | -64.2% |
| All | -22.3% | -81.6% | +59.3% | +16.8% |
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 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