+165.8%
PM vs TMF
-88.0%
+253.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -5.2% | +1.2% | -6.4% | -5.3% |
| 30D | +2.7% | +19.7% | -17.0% | +1.4% |
| 3M | +5.2% | -2.1% | +7.3% | +5.3% |
| 6M | +17.0% | -13.4% | +30.4% | +18.0% |
| YTD | +25.5% | -16.7% | +42.2% | +26.8% |
| 1Y | +35.5% | -23.3% | +58.9% | +37.6% |
| 3Y | +143.9% | -24.8% | +168.7% | +146.6% |
| All | +165.8% | -88.0% | +253.8% | +170.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling