+232.4%
PM vs TMF
-84.4%
+316.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -5.2% | +1.2% | -6.4% | -5.2% |
| 30D | +2.7% | +19.7% | -17.0% | +2.8% |
| 3M | +6.1% | -2.1% | +8.2% | +6.1% |
| 6M | +18.0% | -13.4% | +31.5% | +17.9% |
| YTD | +26.6% | -16.7% | +43.3% | +26.4% |
| 1Y | +36.7% | -23.3% | +60.0% | +36.3% |
| 3Y | +146.0% | -24.8% | +170.8% | +146.8% |
| 5Y | +164.1% | -88.0% | +252.1% | +135.9% |
| All | +232.4% | -84.4% | +316.8% | +207.0% |
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