+5.4%
TFC vs PAAS
-37.8%
+43.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.5% |
| 7D | +0.1% | -7.0% | +7.1% | +0.4% |
| 30D | +8.6% | -15.3% | +23.9% | +9.0% |
| 3M | -4.3% | -27.7% | +23.4% | -3.6% |
| 6M | +5.4% | -40.5% | +45.9% | +8.4% |
| All | +5.4% | -37.8% | +43.3% | +8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling