+1,149.3%
PSX vs TMF
-77.7%
+1,226.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.1% | +0.9% |
| 7D | +6.4% | -8.2% | +14.6% | +5.0% |
| 30D | -10.2% | +5.3% | -15.5% | -9.3% |
| 3M | +17.2% | -8.5% | +25.6% | +15.8% |
| 6M | +51.8% | -17.2% | +68.9% | +47.9% |
| YTD | +108.0% | -23.4% | +131.4% | +100.9% |
| 1Y | +96.1% | -30.2% | +126.4% | +86.8% |
| 3Y | +155.9% | -32.9% | +188.8% | +148.1% |
| 5Y | +306.9% | -88.5% | +395.5% | +190.6% |
| 10Y | +364.5% | -82.2% | +446.7% | +292.4% |
| All | +1,149.3% | -77.7% | +1,226.9% | +813.4% |
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 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