+315.0%
PAAS vs TMF
-68.9%
+383.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.4% |
| 7D | -2.9% | -1.4% | -1.5% | -2.8% |
| 30D | +6.8% | -2.8% | +9.6% | +7.0% |
| 3M | -2.9% | -10.9% | +8.0% | -2.0% |
| 6M | -16.4% | -21.3% | +4.9% | -14.8% |
| YTD | 0.0% | -15.9% | +15.9% | +1.4% |
| 1Y | +54.3% | -15.7% | +70.1% | +56.2% |
| 3Y | +230.7% | -43.4% | +274.0% | +240.6% |
| 5Y | +111.6% | -87.8% | +199.4% | +134.2% |
| 10Y | +211.7% | -86.7% | +298.4% | +232.6% |
| All | +315.0% | -68.9% | +383.9% | +424.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling