+155.0%
PAAS vs TLN
+710.8%
-555.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | 0.0% |
| 7D | -8.9% | +11.0% | -19.9% | -11.2% |
| 30D | -11.4% | +4.9% | -16.3% | -12.8% |
| 3M | -20.4% | +4.9% | -25.4% | -22.1% |
| 6M | -40.7% | +7.1% | -47.8% | -42.4% |
| YTD | -26.9% | +0.3% | -27.3% | -28.9% |
| 1Y | -3.1% | +5.9% | -9.0% | -6.8% |
| 3Y | +199.3% | +578.5% | -379.2% | +75.2% |
| All | +155.0% | +710.8% | -555.8% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling