+54.3%
PAAS vs TLN
-17.2%
+71.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.8% | -6.2% | -3.6% |
| 7D | -2.9% | +7.1% | -10.0% | -5.1% |
| 30D | +6.8% | -3.9% | +10.7% | +8.0% |
| 3M | -2.9% | -16.2% | +13.3% | +2.0% |
| 6M | -16.4% | -5.8% | -10.6% | -15.3% |
| YTD | 0.0% | -15.4% | +15.5% | +2.7% |
| 1Y | +54.3% | -16.7% | +71.0% | +63.9% |
| All | +54.3% | -17.2% | +71.5% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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