+843.8%
PM vs TFC
+225.7%
+618.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -5.2% | +1.2% | -6.4% | -5.5% |
| 30D | +2.7% | +8.3% | -5.6% | +1.0% |
| 3M | +6.1% | -5.2% | +11.3% | +7.2% |
| 6M | +18.0% | -0.8% | +18.8% | +17.9% |
| YTD | +26.6% | +3.4% | +23.1% | +25.0% |
| 1Y | +36.7% | +17.0% | +19.7% | +31.4% |
| 3Y | +146.0% | +86.2% | +59.8% | +109.3% |
| 5Y | +164.1% | -2.3% | +166.4% | +153.4% |
| 10Y | +238.8% | +93.9% | +144.9% | +166.5% |
| All | +843.8% | +225.7% | +618.0% | +566.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling