-63.1%
TMF vs PSLV
+117.0%
-180.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.5% |
| 7D | -1.4% | -0.6% | -0.8% | -1.4% |
| 30D | -2.8% | +7.3% | -10.1% | -3.6% |
| 3M | -10.9% | -7.4% | -3.5% | -10.5% |
| 6M | -21.3% | -20.3% | -1.0% | -20.0% |
| YTD | -15.9% | -8.2% | -7.6% | -16.8% |
| 1Y | -15.7% | +57.9% | -73.7% | -22.0% |
| 3Y | -43.4% | +162.1% | -205.4% | -51.1% |
| 5Y | -87.8% | +151.2% | -238.9% | -89.5% |
| 10Y | -86.7% | +191.7% | -278.4% | -88.9% |
| All | -63.1% | +117.0% | -180.1% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling