-86.5%
TMF vs PSLV
+189.7%
-276.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.3% | +1.9% | -2.6% |
| 7D | -4.8% | -4.9% | +0.1% | -4.1% |
| 30D | -4.9% | -1.9% | -3.0% | -4.7% |
| 3M | -13.4% | +4.2% | -17.6% | -14.3% |
| 6M | -23.0% | -27.6% | +4.5% | -19.8% |
| YTD | -20.2% | -11.7% | -8.5% | -21.8% |
| 1Y | -26.5% | +49.3% | -75.8% | -36.1% |
| 3Y | -45.2% | +167.1% | -212.3% | -59.4% |
| 5Y | -88.4% | +151.7% | -240.1% | -91.4% |
| All | -86.5% | +189.7% | -276.3% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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