+388.3%
PAAS vs TNA
+781.2%
-392.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -8.9% | +3.7% | -12.6% | -9.7% |
| 30D | -11.4% | +4.4% | -15.8% | -12.4% |
| 3M | -20.4% | -26.7% | +6.2% | -15.1% |
| 6M | -40.7% | -12.8% | -27.9% | -39.1% |
| YTD | -26.9% | +22.7% | -49.6% | -30.3% |
| 1Y | -3.1% | +35.7% | -38.7% | -9.6% |
| 3Y | +199.3% | +134.6% | +64.7% | +132.9% |
| 5Y | +48.3% | -46.0% | +94.3% | +43.1% |
| 10Y | +197.6% | +38.0% | +159.6% | +83.3% |
| All | +388.3% | +781.2% | -392.9% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling