+763.1%
PM vs TFC
+240.7%
+522.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -4.9% | +2.4% | -7.3% | -5.4% |
| 30D | -3.4% | -1.3% | -2.1% | -3.1% |
| 3M | +5.2% | +6.1% | -0.9% | +3.8% |
| 6M | +3.7% | +7.3% | -3.6% | +1.9% |
| YTD | +15.8% | +8.2% | +7.6% | +13.3% |
| 1Y | +17.4% | +14.4% | +2.9% | +13.3% |
| 3Y | +116.9% | +93.7% | +23.2% | +82.8% |
| 5Y | +117.3% | +16.4% | +100.9% | +100.6% |
| 10Y | +193.8% | +101.6% | +92.2% | +129.2% |
| All | +763.1% | +240.7% | +522.4% | +504.2% |
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