+204.4%
PANW vs TLN
+574.4%
-370.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | -0.8% | -1.3% | +0.6% | -0.6% |
| 30D | -14.6% | -14.3% | -0.2% | -12.9% |
| 3M | +18.3% | -9.3% | +27.6% | +19.1% |
| 6M | +100.5% | -1.1% | +101.6% | +97.4% |
| YTD | +79.5% | -16.6% | +96.1% | +80.2% |
| 1Y | +66.7% | -22.0% | +88.7% | +68.9% |
| 3Y | +161.2% | +470.2% | -308.9% | +84.8% |
| All | +204.4% | +574.4% | -370.0% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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