+126.3%
PAAS vs TNA
-22.1%
+148.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.1% | +7.9% | +4.8% |
| 7D | +2.6% | -3.6% | +6.2% | +3.5% |
| 30D | +2.5% | -10.1% | +12.5% | +5.2% |
| 3M | +15.1% | +2.7% | +12.4% | +14.1% |
| 6M | -12.1% | +38.4% | -50.5% | -19.0% |
| YTD | +3.1% | +45.4% | -42.4% | -6.2% |
| 1Y | +50.8% | +55.9% | -5.1% | +34.2% |
| 3Y | +259.5% | +109.8% | +149.7% | +176.2% |
| 5Y | +126.3% | -22.5% | +148.8% | +90.8% |
| All | +126.3% | -22.1% | +148.5% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling