+198.6%
PM vs TFC
+100.2%
+98.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.7% |
| 7D | -1.3% | +2.2% | -3.5% | -1.8% |
| 30D | -2.6% | -2.5% | -0.1% | -2.0% |
| 3M | +5.8% | +4.5% | +1.2% | +4.6% |
| 6M | +10.6% | +11.0% | -0.4% | +7.5% |
| YTD | +17.2% | +5.9% | +11.3% | +14.9% |
| 1Y | +17.6% | +14.6% | +3.1% | +13.1% |
| 3Y | +124.3% | +96.7% | +27.5% | +82.7% |
| 5Y | +125.1% | +15.6% | +109.5% | +106.7% |
| 10Y | +198.6% | +98.6% | +100.0% | +134.7% |
| All | +198.6% | +100.2% | +98.4% | +134.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling