+234.7%
PM vs TMF
-83.0%
+317.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -7.3% | +0.6% | -7.9% | -7.3% |
| 30D | -4.0% | +16.3% | -20.3% | -3.9% |
| 3M | +2.7% | -2.7% | +5.4% | +2.7% |
| 6M | +14.9% | -13.2% | +28.0% | +14.7% |
| YTD | +23.5% | -16.7% | +40.2% | +23.3% |
| 1Y | +30.4% | -22.7% | +53.1% | +30.0% |
| 3Y | +143.2% | -26.1% | +169.3% | +143.7% |
| 5Y | +159.5% | -88.4% | +247.9% | +129.0% |
| 10Y | +234.7% | -81.8% | +316.5% | +201.9% |
| All | +234.7% | -83.0% | +317.7% | +201.9% |
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