+188.1%
PAAS vs TLN
+683.0%
-495.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.2% | -4.3% | +1.2% |
| 7D | +8.8% | +9.1% | -0.2% | +6.2% |
| 30D | -8.5% | -4.1% | -4.4% | -7.9% |
| 3M | -17.0% | +4.4% | -21.4% | -18.7% |
| 6M | -27.9% | -6.0% | -21.9% | -27.9% |
| YTD | -17.5% | -3.1% | -14.3% | -19.0% |
| 1Y | +22.8% | -6.1% | +28.9% | +21.3% |
| 3Y | +224.2% | +575.3% | -351.1% | +89.5% |
| All | +188.1% | +683.0% | -495.0% | +64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling