+41.9%
TFC vs PINS
-23.0%
+65.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.2% | +8.4% | +0.8% |
| 7D | -1.3% | -13.9% | +12.6% | +1.2% |
| 30D | -2.3% | -25.0% | +22.7% | +2.4% |
| 3M | +2.5% | -16.6% | +19.1% | +5.0% |
| 6M | +9.5% | -7.0% | +16.5% | +9.6% |
| YTD | +5.1% | -29.4% | +34.5% | +9.6% |
| 1Y | +15.5% | -49.9% | +65.4% | +27.2% |
| 3Y | +95.2% | -33.6% | +128.8% | +98.2% |
| 5Y | +14.5% | -66.8% | +81.3% | +23.9% |
| All | +41.9% | -23.0% | +65.0% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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