+62.2%
PANW vs TMF
-23.9%
+86.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.7% |
| 7D | -11.8% | +4.0% | -15.7% | -11.9% |
| 30D | -14.4% | +19.5% | -33.9% | -15.3% |
| 3M | -5.0% | -3.5% | -1.5% | -3.8% |
| 6M | +88.6% | -10.6% | +99.2% | +92.2% |
| YTD | +88.9% | -17.1% | +106.0% | +94.5% |
| 1Y | +62.2% | -24.3% | +86.5% | +65.5% |
| All | +62.2% | -23.9% | +86.1% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling