+0.5%
TFC vs PAAS
+51.0%
-50.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.4% |
| 7D | +0.1% | -7.0% | +7.1% | +0.6% |
| 30D | +8.6% | -15.3% | +23.9% | +9.9% |
| 3M | -4.3% | -27.7% | +23.4% | -2.2% |
| 6M | +5.4% | -40.5% | +45.9% | +9.2% |
| YTD | +4.5% | -26.5% | +31.0% | +5.6% |
| 1Y | +14.0% | -0.8% | +14.8% | +12.2% |
| 3Y | +93.4% | +196.9% | -103.6% | +67.1% |
| 5Y | +0.5% | +49.2% | -48.7% | -9.9% |
| All | +0.5% | +51.0% | -50.5% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling