+48.1%
PAAS vs TMF
-88.6%
+136.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -8.9% | -9.3% | +0.4% | -7.3% |
| 30D | -11.4% | +1.9% | -13.3% | -11.8% |
| 3M | -20.4% | -11.2% | -9.2% | -18.8% |
| 6M | -40.7% | -17.7% | -23.0% | -38.7% |
| YTD | -26.9% | -24.5% | -2.5% | -23.5% |
| 1Y | -3.1% | -29.4% | +26.4% | +2.6% |
| 3Y | +199.3% | -33.4% | +232.7% | +208.8% |
| All | +48.1% | -88.6% | +136.7% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling