+228.1%
PAAS vs TMF
-69.1%
+297.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | -0.4% | +2.7% | -3.1% | -0.6% |
| 30D | -11.6% | +19.3% | -31.0% | -13.0% |
| 3M | -15.6% | -3.7% | -11.9% | -15.4% |
| 6M | -19.1% | -11.3% | -7.8% | -18.4% |
| YTD | -20.9% | -16.6% | -4.3% | -19.9% |
| 1Y | +21.3% | -21.1% | +42.4% | +23.4% |
| 3Y | +177.4% | -26.8% | +204.2% | +180.4% |
| 5Y | +71.3% | -88.0% | +159.4% | +89.9% |
| 10Y | +181.5% | -84.7% | +266.2% | +201.6% |
| All | +228.1% | -69.1% | +297.2% | +314.3% |
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 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