+75.8%
PR vs TMF
-22.9%
+98.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -16.4% | +1.2% | -17.6% | -15.9% |
| 30D | -1.9% | +19.7% | -21.6% | +5.6% |
| 3M | +8.0% | -2.1% | +10.1% | +6.7% |
| 6M | +4.1% | -13.4% | +17.5% | -0.9% |
| YTD | +58.7% | -16.7% | +75.4% | +50.7% |
| 1Y | +75.8% | -23.3% | +99.2% | +66.6% |
| All | +75.8% | -22.9% | +98.7% | +66.6% |
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 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