+17.4%
PM vs TFC
+15.4%
+2.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -4.9% | +2.4% | -7.3% | -5.0% |
| 30D | -3.4% | -1.3% | -2.1% | -3.3% |
| 3M | +5.2% | +6.1% | -0.9% | +5.0% |
| 6M | +3.7% | +7.3% | -3.6% | +3.5% |
| YTD | +15.8% | +8.2% | +7.6% | +14.7% |
| 1Y | +17.4% | +14.4% | +2.9% | +15.3% |
| All | +17.4% | +15.4% | +2.0% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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