+345.8%
PSX vs TMF
-83.0%
+428.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | -8.0% | +0.6% | -8.6% | -7.9% |
| 30D | -9.0% | +16.3% | -25.4% | -6.9% |
| 3M | +24.7% | -2.7% | +27.4% | +24.5% |
| 6M | +49.3% | -13.2% | +62.5% | +46.8% |
| YTD | +100.2% | -16.7% | +116.9% | +96.2% |
| 1Y | +88.8% | -22.7% | +111.6% | +83.2% |
| 3Y | +152.5% | -26.1% | +178.6% | +149.2% |
| 5Y | +283.2% | -88.4% | +371.6% | +166.9% |
| 10Y | +345.8% | -81.8% | +427.6% | +253.1% |
| All | +345.8% | -83.0% | +428.8% | +253.1% |
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