+197.9%
PAAS vs TMF
-81.8%
+279.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -3.3% |
| 7D | -7.0% | -8.2% | +1.1% | -5.6% |
| 30D | -15.3% | +5.3% | -20.6% | -16.1% |
| 3M | -27.7% | -8.5% | -19.3% | -26.7% |
| 6M | -40.5% | -17.2% | -23.3% | -38.6% |
| YTD | -26.5% | -23.4% | -3.1% | -23.3% |
| 1Y | -0.8% | -30.2% | +29.5% | +5.1% |
| 3Y | +196.9% | -32.9% | +229.9% | +207.0% |
| 5Y | +49.2% | -88.5% | +137.7% | +99.0% |
| All | +197.9% | -81.8% | +279.8% | +174.4% |
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