-0.4%
PL vs TMF
-23.9%
+23.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.5% | -8.8% | -6.3% |
| 7D | -11.7% | +4.0% | -15.7% | -11.7% |
| 30D | -27.1% | +19.5% | -46.6% | -27.6% |
| 3M | -44.6% | -3.5% | -41.1% | -44.0% |
| 6M | -67.2% | -10.6% | -56.6% | -67.1% |
| YTD | -35.9% | -17.1% | -18.8% | -37.4% |
| 1Y | -0.4% | -24.3% | +23.9% | -6.6% |
| All | -0.4% | -23.9% | +23.5% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling