-88.3%
TMF vs PSLV
+79.9%
-168.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.0% |
| 7D | -9.3% | -6.3% | -3.0% | -8.3% |
| 30D | +1.9% | -12.7% | +14.6% | +3.9% |
| 3M | -11.2% | -24.7% | +13.5% | -7.5% |
| 6M | -17.7% | -44.6% | +26.9% | -10.3% |
| YTD | -24.5% | -33.3% | +8.8% | -24.1% |
| 1Y | -29.4% | -8.6% | -20.9% | -35.4% |
| 3Y | -33.4% | +108.2% | -141.6% | -57.8% |
| All | -88.3% | +79.9% | -168.2% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling