+331.0%
PANW vs TMF
-88.0%
+418.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | +2.0% | -0.9% | +2.9% | +2.1% |
| 30D | -13.0% | -1.0% | -12.0% | -12.9% |
| 3M | +28.6% | -11.3% | +39.9% | +29.2% |
| 6M | +103.0% | -22.7% | +125.7% | +104.9% |
| YTD | +81.9% | -17.3% | +99.3% | +83.2% |
| 1Y | +69.6% | -22.5% | +92.1% | +71.1% |
| 3Y | +169.4% | -43.2% | +212.7% | +171.1% |
| 5Y | +331.0% | -88.3% | +419.3% | +325.7% |
| All | +331.0% | -88.0% | +418.9% | +325.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling