+21.3%
TFC vs PSLV
+7.9%
+13.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.0% | -3.0% | +2.8% |
| 7D | +5.1% | -2.6% | +7.7% | +5.1% |
| 30D | +9.8% | -14.2% | +24.0% | +10.1% |
| 3M | -2.4% | -12.2% | +9.8% | -2.2% |
| 6M | +4.9% | -28.1% | +33.0% | +5.4% |
| YTD | +6.6% | -28.2% | +34.8% | +5.1% |
| 1Y | +21.3% | +9.1% | +12.2% | +16.6% |
| All | +21.3% | +7.9% | +13.4% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling