+200.1%
PAAS vs TMF
-86.8%
+286.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -2.9% | -1.4% | -1.5% | -2.6% |
| 30D | +6.8% | -2.8% | +9.6% | +7.3% |
| 3M | -2.9% | -10.9% | +8.0% | -1.0% |
| 6M | -16.4% | -21.3% | +4.9% | -12.9% |
| YTD | 0.0% | -15.9% | +15.9% | +2.9% |
| 1Y | +54.3% | -15.7% | +70.1% | +58.3% |
| 3Y | +230.7% | -43.4% | +274.0% | +252.1% |
| 5Y | +111.6% | -87.8% | +199.4% | +182.7% |
| All | +200.1% | -86.8% | +286.9% | +264.1% |
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