+415.3%
PR vs TMF
-87.5%
+502.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | +2.9% | -1.4% | +4.3% | +2.7% |
| 30D | +18.0% | -2.8% | +20.9% | +17.7% |
| 3M | +16.9% | -10.9% | +27.8% | +15.5% |
| 6M | +28.2% | -21.3% | +49.5% | +25.3% |
| YTD | +69.3% | -15.9% | +85.2% | +66.8% |
| 1Y | +69.5% | -15.7% | +85.2% | +67.3% |
| 3Y | +81.7% | -43.4% | +125.0% | +73.9% |
| All | +415.3% | -87.5% | +502.8% | +269.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling