+239.7%
PAAS vs TCOM
-12.7%
+252.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.2% | +7.0% | +4.2% |
| 7D | +2.6% | -10.2% | +12.8% | +4.2% |
| 30D | +2.5% | -16.8% | +19.3% | +5.2% |
| 3M | +15.1% | -16.7% | +31.8% | +17.7% |
| 6M | -12.1% | -27.1% | +15.0% | -8.2% |
| YTD | +3.1% | -45.5% | +48.6% | +11.6% |
| 1Y | +50.8% | -45.9% | +96.7% | +63.5% |
| 3Y | +259.5% | +9.8% | +249.7% | +247.8% |
| 5Y | +126.3% | +23.8% | +102.5% | +109.4% |
| 10Y | +239.7% | -10.8% | +250.5% | +171.6% |
| All | +239.7% | -12.7% | +252.4% | +171.6% |
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