+62.1%
PR vs TMF
-84.4%
+146.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.4% | -4.8% |
| 7D | -16.5% | +2.7% | -19.3% | -16.1% |
| 30D | -4.5% | +19.3% | -23.8% | -1.4% |
| 3M | +8.5% | -3.7% | +12.2% | +8.2% |
| 6M | -3.3% | -11.3% | +8.0% | -4.7% |
| YTD | +55.7% | -16.6% | +72.3% | +52.4% |
| 1Y | +82.0% | -21.1% | +103.2% | +76.6% |
| 3Y | +62.5% | -26.8% | +89.3% | +60.4% |
| 5Y | +223.9% | -88.0% | +311.9% | +126.5% |
| All | +62.1% | -84.4% | +146.4% | +44.8% |
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 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