+272.5%
PM vs TMF
-82.1%
+354.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.5% | +1.2% |
| 7D | +0.5% | -9.3% | +9.8% | +0.4% |
| 30D | -3.2% | +1.9% | -5.2% | -3.2% |
| 3M | +6.2% | -11.2% | +17.5% | +6.1% |
| 6M | +7.7% | -17.7% | +25.4% | +7.4% |
| YTD | +27.3% | -24.5% | +51.7% | +26.9% |
| 1Y | +32.8% | -29.4% | +62.2% | +32.2% |
| 3Y | +150.0% | -33.4% | +183.4% | +150.2% |
| 5Y | +164.2% | -88.7% | +252.9% | +133.9% |
| All | +272.5% | -82.1% | +354.6% | +228.2% |
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