+5.6%
PAAS vs TMF
-26.6%
+32.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | -5.2% | -3.4% | -1.8% | -4.1% |
| 30D | -13.9% | +11.5% | -25.4% | -17.2% |
| 3M | -23.8% | -4.5% | -19.3% | -22.6% |
| 6M | -36.4% | -15.0% | -21.4% | -33.6% |
| YTD | -23.4% | -19.9% | -3.5% | -17.6% |
| 1Y | +5.6% | -26.6% | +32.2% | +15.0% |
| All | +5.6% | -26.6% | +32.2% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling