+234.7%
PM vs TFC
+90.1%
+144.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.9% |
| 7D | -7.3% | +0.3% | -7.6% | -7.4% |
| 30D | -4.0% | +9.2% | -13.2% | -6.0% |
| 3M | +2.7% | -2.9% | +5.7% | +3.3% |
| 6M | +14.9% | +3.5% | +11.4% | +13.6% |
| YTD | +23.5% | +5.4% | +18.1% | +21.2% |
| 1Y | +30.4% | +17.3% | +13.0% | +24.6% |
| 3Y | +143.2% | +96.7% | +46.5% | +98.2% |
| 5Y | +159.5% | -1.1% | +160.6% | +149.6% |
| 10Y | +234.7% | +84.7% | +149.9% | +188.1% |
| All | +234.7% | +90.1% | +144.6% | +188.1% |
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