+3,539.1%
PANW vs TMF
-84.4%
+3,623.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | -0.2% |
| 7D | +2.7% | -9.3% | +11.9% | +2.2% |
| 30D | -14.1% | +1.9% | -16.0% | -14.0% |
| 3M | -18.6% | -11.2% | -7.4% | -19.0% |
| 6M | +41.5% | -17.7% | +59.2% | +40.3% |
| YTD | +74.9% | -24.5% | +99.4% | +72.8% |
| 1Y | +57.4% | -29.4% | +86.8% | +54.9% |
| 3Y | +152.1% | -33.4% | +185.5% | +149.3% |
| 5Y | +275.3% | -88.7% | +364.0% | +221.4% |
| 10Y | +1,139.3% | -82.5% | +1,221.8% | +1,095.8% |
| All | +3,539.1% | -84.4% | +3,623.4% | +3,708.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling