+83.0%
PL vs TMF
-85.6%
+168.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.3% |
| 7D | -9.3% | -1.4% | -7.9% | -9.2% |
| 30D | -18.9% | -2.8% | -16.1% | -18.7% |
| 3M | -58.4% | -10.9% | -47.5% | -57.8% |
| 6M | -30.3% | -21.3% | -9.0% | -28.5% |
| YTD | -8.1% | -15.9% | +7.8% | -6.5% |
| 1Y | +180.5% | -15.7% | +196.2% | +184.9% |
| 3Y | +444.1% | -43.4% | +487.5% | +462.8% |
| 5Y | +83.0% | -87.8% | +170.8% | +66.5% |
| All | +83.0% | -85.6% | +168.6% | +65.0% |
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