+197.9%
PAAS vs TCOM
+5.0%
+193.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | -7.0% | -1.4% | -5.7% | -6.9% |
| 30D | -15.3% | +11.5% | -26.8% | -16.6% |
| 3M | -27.7% | -5.2% | -22.5% | -27.3% |
| 6M | -40.5% | -16.9% | -23.5% | -39.1% |
| YTD | -26.5% | -39.9% | +13.4% | -21.7% |
| 1Y | -0.8% | -42.1% | +41.3% | +6.4% |
| 3Y | +196.9% | +28.0% | +168.9% | +181.8% |
| 5Y | +49.2% | +40.4% | +8.8% | +36.2% |
| All | +197.9% | +5.0% | +193.0% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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