+273.2%
PANW vs TMF
-88.6%
+361.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | -0.1% |
| 7D | +2.7% | -9.3% | +11.9% | +3.0% |
| 30D | -14.1% | +1.9% | -16.0% | -14.2% |
| 3M | -18.6% | -11.2% | -7.4% | -18.3% |
| 6M | +41.5% | -17.7% | +59.2% | +42.5% |
| YTD | +74.9% | -24.5% | +99.4% | +76.7% |
| 1Y | +57.4% | -29.4% | +86.8% | +59.3% |
| 3Y | +152.1% | -33.4% | +185.5% | +152.6% |
| All | +273.2% | -88.6% | +361.8% | +257.0% |
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