+14.8%
PL vs TMF
-85.7%
+100.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.6% | -10.7% | -10.2% |
| 7D | -20.5% | +2.7% | -23.3% | -20.8% |
| 30D | -38.8% | +19.3% | -58.1% | -40.1% |
| 3M | -49.1% | -3.7% | -45.5% | -49.0% |
| 6M | -69.4% | -11.3% | -58.1% | -69.0% |
| YTD | -42.3% | -16.6% | -25.7% | -41.4% |
| 1Y | -14.2% | -21.1% | +6.9% | -12.2% |
| 3Y | +398.7% | -26.8% | +425.5% | +408.3% |
| 5Y | +11.1% | -88.0% | +99.2% | +1.1% |
| All | +14.8% | -85.7% | +100.5% | +3.6% |
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 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