+87.0%
PR vs TMF
-23.9%
+110.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.5% | -9.0% | -5.7% |
| 7D | -12.1% | +4.0% | -16.1% | -10.8% |
| 30D | +0.9% | +19.5% | -18.6% | +7.6% |
| 3M | +10.1% | -3.5% | +13.7% | +8.4% |
| 6M | +1.1% | -10.6% | +11.7% | -2.2% |
| YTD | +63.7% | -17.1% | +80.7% | +56.2% |
| 1Y | +87.0% | -24.3% | +111.3% | +84.0% |
| All | +87.0% | -23.9% | +110.9% | +84.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling