+213.9%
PAAS vs TLN
+585.4%
-371.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.2% | -2.5% |
| 7D | -5.2% | +15.9% | -21.1% | -8.4% |
| 30D | -13.9% | -0.3% | -13.7% | -14.2% |
| 3M | -23.8% | +5.8% | -29.6% | -25.5% |
| 6M | -36.4% | -1.2% | -35.2% | -37.1% |
| YTD | -23.4% | +1.0% | -24.4% | -25.5% |
| 1Y | +5.6% | +1.1% | +4.5% | +2.6% |
| All | +213.9% | +585.4% | -371.5% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling