+1,298.9%
TFC vs PAAS
+881.3%
+417.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 3M | -4.3% | -27.7% | +23.4% | -3.0% |
| 6M | +5.4% | -40.5% | +45.9% | +7.7% |
| YTD | +4.5% | -26.5% | +31.0% | +5.3% |
| 1Y | +14.0% | -0.8% | +14.8% | +13.2% |
| 3Y | +93.4% | +196.9% | -103.6% | +80.8% |
| 5Y | +0.5% | +49.2% | -48.7% | -4.1% |
| 10Y | +77.7% | +199.4% | -121.7% | +60.8% |
| All | +1,298.9% | +881.3% | +417.6% | +1,128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling