+1,280.2%
PANW vs TMF
-86.4%
+1,366.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.0% |
| 7D | +2.0% | -4.8% | +6.8% | +1.9% |
| 30D | -11.8% | -4.9% | -6.9% | -11.9% |
| 3M | +28.6% | -13.4% | +42.0% | +28.4% |
| 6M | +104.4% | -23.0% | +127.5% | +103.7% |
| YTD | +83.8% | -20.2% | +103.9% | +83.3% |
| 1Y | +71.5% | -26.5% | +98.0% | +70.9% |
| 3Y | +172.2% | -45.2% | +217.3% | +169.2% |
| 5Y | +332.2% | -88.4% | +420.6% | +293.2% |
| All | +1,280.2% | -86.4% | +1,366.6% | +1,211.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling