-21.9%
PINS vs TMF
-81.6%
+59.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -6.2% | +0.6% | -6.8% | -6.1% |
| 30D | -10.9% | +16.3% | -27.2% | -10.6% |
| 3M | -19.5% | -2.7% | -16.8% | -19.6% |
| 6M | -10.4% | -13.2% | +2.8% | -10.8% |
| YTD | -26.4% | -16.7% | -9.7% | -26.8% |
| 1Y | -29.6% | -22.7% | -6.9% | -30.2% |
| 3Y | -39.0% | -26.1% | -12.9% | -39.4% |
| 5Y | -59.1% | -88.4% | +29.3% | -64.4% |
| All | -21.9% | -81.6% | +59.7% | +17.4% |
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