+124.5%
PLTU vs TMF
-32.4%
+156.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.7% |
| 7D | -11.6% | +1.0% | -12.6% | -11.5% |
| 30D | -4.6% | -1.8% | -2.8% | -4.9% |
| 3M | +33.7% | -8.2% | +42.0% | +30.8% |
| 6M | -9.4% | -19.5% | +10.1% | -15.1% |
| YTD | -34.7% | -16.0% | -18.8% | -37.7% |
| 1Y | -23.2% | -22.5% | -0.7% | -28.7% |
| All | +124.5% | -32.4% | +156.9% | +118.8% |
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