+212.2%
PAAS vs TNA
+55.3%
+157.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.0% | -1.9% |
| 7D | -5.2% | -2.1% | -3.0% | -5.0% |
| 30D | -13.9% | +3.1% | -17.0% | -14.6% |
| 3M | -23.8% | -20.2% | -3.6% | -20.5% |
| 6M | -36.4% | -10.0% | -26.4% | -35.2% |
| YTD | -23.4% | +30.3% | -53.7% | -27.3% |
| 1Y | +5.6% | +31.1% | -25.5% | -0.1% |
| 3Y | +209.7% | +149.4% | +60.3% | +148.0% |
| 5Y | +55.6% | -42.5% | +98.0% | +46.3% |
| 10Y | +212.2% | +46.7% | +165.5% | +143.5% |
| All | +212.2% | +55.3% | +157.0% | +143.5% |
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