+186.4%
PAAS vs TMF
-83.0%
+269.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +8.8% | +0.6% | +8.2% | +8.8% |
| 30D | -8.5% | +16.3% | -24.8% | -11.0% |
| 3M | -17.0% | -2.7% | -14.3% | -16.8% |
| 6M | -27.9% | -13.2% | -14.7% | -26.3% |
| YTD | -17.5% | -16.7% | -0.8% | -15.1% |
| 1Y | +22.8% | -22.7% | +45.6% | +27.8% |
| 3Y | +224.2% | -26.1% | +250.3% | +229.4% |
| 5Y | +73.6% | -88.4% | +162.1% | +132.2% |
| 10Y | +186.4% | -81.8% | +268.2% | +183.9% |
| All | +186.4% | -83.0% | +269.4% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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