+183.6%
PAAS vs TLN
+538.9%
-355.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.1% | -5.6% | -0.2% |
| 7D | +8.4% | -1.3% | +9.7% | +8.2% |
| 30D | -7.2% | -10.5% | +3.3% | -5.2% |
| 3M | -14.0% | +0.1% | -14.1% | -14.9% |
| 6M | -26.8% | -17.4% | -9.4% | -24.7% |
| YTD | -19.8% | -9.7% | -10.1% | -19.9% |
| 1Y | +22.8% | -12.3% | +35.1% | +23.2% |
| 3Y | +183.6% | +528.3% | -344.6% | +92.1% |
| All | +183.6% | +538.9% | -355.3% | +92.1% |
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