+216.6%
PAAS vs TCOM
+8.8%
+207.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.8% |
| 7D | +4.2% | +6.5% | -2.3% | +3.3% |
| 30D | -13.8% | +13.3% | -27.1% | -15.3% |
| 3M | -22.7% | -6.5% | -16.3% | -22.1% |
| 6M | -32.1% | -16.3% | -15.8% | -30.6% |
| YTD | -22.3% | -38.7% | +16.4% | -17.4% |
| 1Y | +7.7% | -40.1% | +47.8% | +14.9% |
| 3Y | +214.0% | +30.6% | +183.4% | +197.2% |
| 5Y | +63.2% | +45.8% | +17.4% | +48.3% |
| All | +216.6% | +8.8% | +207.8% | +149.4% |
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