+365.6%
PSX vs TMF
-87.2%
+452.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +4.5% | -1.4% | +6.0% | +4.3% |
| 30D | +26.6% | -2.8% | +29.4% | +26.2% |
| 3M | +39.3% | -10.9% | +50.2% | +37.2% |
| 6M | +56.8% | -21.3% | +78.1% | +52.1% |
| YTD | +101.8% | -15.9% | +117.7% | +97.9% |
| 1Y | +99.6% | -15.7% | +115.3% | +96.2% |
| 3Y | +140.3% | -43.4% | +183.7% | +126.7% |
| 5Y | +339.3% | -87.8% | +427.1% | +213.2% |
| All | +365.6% | -87.2% | +452.8% | +271.1% |
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