+168.1%
PM vs TFC
-2.5%
+170.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -5.2% | +1.2% | -6.4% | -5.4% |
| 30D | +2.7% | +8.3% | -5.6% | +1.5% |
| 3M | +6.1% | -5.2% | +11.3% | +6.9% |
| 6M | +18.0% | -0.8% | +18.8% | +18.0% |
| YTD | +26.6% | +3.4% | +23.1% | +25.5% |
| 1Y | +36.7% | +17.0% | +19.7% | +32.8% |
| 3Y | +146.0% | +86.2% | +59.8% | +114.5% |
| All | +168.1% | -2.5% | +170.6% | +165.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling