+212.2%
PAAS vs TMF
-81.8%
+294.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | -5.2% | -3.4% | -1.8% | -4.6% |
| 30D | -13.9% | +11.5% | -25.4% | -15.6% |
| 3M | -23.8% | -4.5% | -19.3% | -23.3% |
| 6M | -36.4% | -15.0% | -21.4% | -34.7% |
| YTD | -23.4% | -19.9% | -3.5% | -20.6% |
| 1Y | +5.6% | -26.6% | +32.2% | +10.9% |
| 3Y | +209.7% | -29.8% | +239.5% | +217.6% |
| 5Y | +55.6% | -88.2% | +143.8% | +106.3% |
| 10Y | +212.2% | -81.4% | +293.6% | +192.3% |
| All | +212.2% | -81.8% | +294.0% | +192.3% |
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