+3,663.5%
PANW vs TMF
-82.6%
+3,746.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -10.3% | -1.4% | -8.9% | -10.4% |
| 30D | -8.1% | -2.8% | -5.3% | -8.2% |
| 3M | +19.3% | -10.9% | +30.2% | +18.7% |
| 6M | +110.2% | -21.3% | +131.5% | +107.7% |
| YTD | +80.9% | -15.9% | +96.8% | +79.5% |
| 1Y | +73.3% | -15.7% | +89.0% | +72.0% |
| 3Y | +174.6% | -43.4% | +218.0% | +168.0% |
| 5Y | +327.1% | -87.8% | +414.8% | +266.8% |
| 10Y | +1,277.3% | -86.7% | +1,364.0% | +1,158.3% |
| All | +3,663.5% | -82.6% | +3,746.1% | +3,856.7% |
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 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