+98.6%
TFC vs PAAS
+197.3%
-98.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -2.1% |
| 7D | +2.2% | +2.0% | +0.2% | +2.1% |
| 30D | -2.5% | -0.1% | -2.4% | -2.5% |
| 3M | +4.5% | +8.2% | -3.7% | +3.9% |
| 6M | +11.0% | -13.8% | +24.8% | +11.4% |
| YTD | +5.9% | -0.6% | +6.5% | +5.3% |
| 1Y | +14.6% | +44.0% | -29.4% | +11.5% |
| 3Y | +96.7% | +246.6% | -149.9% | +81.3% |
| 5Y | +15.6% | +116.1% | -100.5% | +7.0% |
| 10Y | +98.6% | +202.7% | -104.1% | +89.7% |
| All | +98.6% | +197.3% | -98.7% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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