+169.5%
PR vs TMF
-84.3%
+253.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.5% |
| 7D | +2.9% | -1.4% | +4.3% | +2.7% |
| 30D | +18.0% | -2.8% | +20.9% | +17.6% |
| 3M | +16.9% | -10.9% | +27.8% | +15.0% |
| 6M | +28.2% | -21.3% | +49.5% | +24.1% |
| YTD | +69.3% | -15.9% | +85.2% | +65.9% |
| 1Y | +69.5% | -15.7% | +85.2% | +66.5% |
| 3Y | +81.7% | -43.4% | +125.0% | +71.4% |
| 5Y | +422.2% | -87.8% | +510.0% | +277.6% |
| 10Y | +110.4% | -86.7% | +197.1% | +82.4% |
| All | +169.5% | -84.3% | +253.8% | +133.7% |
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