+250.9%
PM vs TMF
-82.2%
+333.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.5% |
| 7D | -6.6% | -1.1% | -5.6% | -6.6% |
| 30D | -3.4% | +11.8% | -15.3% | -3.3% |
| 3M | +5.3% | -4.0% | +9.4% | +5.3% |
| 6M | +15.5% | -16.5% | +32.1% | +15.3% |
| YTD | +24.3% | -19.9% | +44.2% | +24.0% |
| 1Y | +29.7% | -25.6% | +55.3% | +29.2% |
| 3Y | +144.9% | -29.9% | +174.8% | +145.2% |
| 5Y | +159.0% | -88.2% | +247.3% | +129.2% |
| 10Y | +250.9% | -81.7% | +332.6% | +210.5% |
| All | +250.9% | -82.2% | +333.1% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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