+65.2%
PR vs TMF
-84.4%
+149.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -16.4% | +1.2% | -17.6% | -16.2% |
| 30D | -1.9% | +19.7% | -21.6% | +1.4% |
| 3M | +8.0% | -2.1% | +10.1% | +7.9% |
| 6M | +4.1% | -13.4% | +17.5% | +2.2% |
| YTD | +58.7% | -16.7% | +75.4% | +55.3% |
| 1Y | +75.8% | -23.3% | +99.2% | +69.8% |
| 3Y | +73.2% | -24.8% | +98.0% | +71.9% |
| 5Y | +230.1% | -88.0% | +318.2% | +130.8% |
| All | +65.2% | -84.4% | +149.6% | +47.6% |
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