+132.2%
PSX vs TMF
-25.3%
+157.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -13.1% | +1.2% | -14.3% | -13.0% |
| 30D | -9.5% | +19.7% | -29.3% | -8.6% |
| 3M | +20.2% | -2.1% | +22.3% | +20.1% |
| 6M | +44.9% | -13.4% | +58.3% | +44.1% |
| YTD | +94.4% | -16.7% | +111.1% | +93.1% |
| 1Y | +83.1% | -23.3% | +106.4% | +81.6% |
| 3Y | +132.2% | -24.8% | +157.0% | +133.4% |
| All | +132.2% | -25.3% | +157.5% | +133.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling