+196.2%
PAAS vs TNA
+33.3%
+162.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -8.9% | +3.7% | -12.6% | -9.6% |
| 30D | -11.4% | +4.4% | -15.8% | -12.3% |
| 3M | -20.4% | -26.7% | +6.2% | -15.6% |
| 6M | -40.7% | -12.8% | -27.9% | -39.2% |
| YTD | -26.9% | +22.7% | -49.6% | -29.8% |
| 1Y | -3.1% | +35.7% | -38.7% | -8.7% |
| 3Y | +199.3% | +134.6% | +64.7% | +142.6% |
| 5Y | +48.3% | -46.0% | +94.3% | +41.2% |
| All | +196.2% | +33.3% | +162.9% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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