+246.6%
PAAS vs TNA
+117.1%
+129.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +2.0% | +4.1% | -2.1% | +0.8% |
| 30D | -0.1% | -7.6% | +7.5% | +2.2% |
| 3M | +8.2% | +8.1% | +0.2% | +5.6% |
| 6M | -13.8% | +49.0% | -62.8% | -23.0% |
| YTD | -0.6% | +51.7% | -52.4% | -11.6% |
| 1Y | +44.0% | +59.6% | -15.6% | +25.5% |
| 3Y | +246.6% | +118.9% | +127.7% | +157.1% |
| All | +246.6% | +117.1% | +129.5% | +157.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling