-77.0%
PLTD vs TMF
-29.2%
-47.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +4.5% | +1.0% | +3.6% | +4.5% |
| 30D | -0.7% | -1.8% | +1.1% | -0.6% |
| 3M | -31.0% | -8.2% | -22.8% | -30.4% |
| 6M | -24.8% | -19.5% | -5.3% | -22.8% |
| YTD | -18.6% | -16.0% | -2.6% | -17.1% |
| 1Y | -31.8% | -22.5% | -9.3% | -29.5% |
| All | -77.0% | -29.2% | -47.8% | -76.5% |
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