+147.8%
PR vs TMF
-84.5%
+232.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | +8.5% | -3.7% | +12.2% | +8.2% |
| 6M | -3.3% | -11.3% | +8.0% | -4.6% |
| YTD | +55.7% | -16.6% | +72.3% | +52.6% |
| 1Y | +82.0% | -21.1% | +103.2% | +76.9% |
| 3Y | +62.5% | -26.8% | +89.3% | +60.5% |
| 5Y | +223.9% | -88.0% | +311.9% | +132.7% |
| 10Y | +64.2% | -84.7% | +148.9% | +41.8% |
| All | +147.8% | -84.5% | +232.3% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling