+1,061.6%
PM vs TMF
-69.2%
+1,130.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% |
| 3M | +5.2% | -2.1% | +7.3% | +5.1% |
| 6M | +17.0% | -13.4% | +30.4% | +16.2% |
| YTD | +25.5% | -16.7% | +42.2% | +24.4% |
| 1Y | +35.5% | -23.3% | +58.9% | +33.8% |
| 3Y | +143.9% | -24.8% | +168.7% | +142.9% |
| 5Y | +161.8% | -88.0% | +249.9% | +126.2% |
| 10Y | +235.9% | -84.7% | +320.6% | +207.2% |
| All | +1,061.6% | -69.2% | +1,130.8% | +1,189.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling