+278.4%
TFC vs PSLV
+120.6%
+157.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.9% |
| 7D | -1.3% | +3.3% | -4.6% | -1.5% |
| 30D | -2.3% | +2.1% | -4.5% | -2.5% |
| 3M | +2.5% | +7.1% | -4.7% | +1.9% |
| 6M | +9.5% | -21.6% | +31.1% | +10.5% |
| YTD | +5.1% | -6.7% | +11.8% | +4.1% |
| 1Y | +15.5% | +59.3% | -43.8% | +10.3% |
| 3Y | +95.2% | +182.1% | -86.9% | +79.3% |
| 5Y | +14.5% | +162.6% | -148.1% | +5.1% |
| 10Y | +97.2% | +203.0% | -105.8% | +76.5% |
| All | +278.4% | +120.6% | +157.8% | +220.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling