+425.4%
PAAS vs TCOM
+2,694.8%
-2,269.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.2% |
| 7D | -2.9% | -9.5% | +6.6% | -1.3% |
| 30D | +6.8% | -10.7% | +17.5% | +8.8% |
| 3M | -2.9% | -14.6% | +11.7% | -0.7% |
| 6M | -16.4% | -19.3% | +2.9% | -13.7% |
| YTD | 0.0% | -42.9% | +43.0% | +8.9% |
| 1Y | +54.3% | -43.8% | +98.1% | +68.4% |
| 3Y | +230.7% | +2.1% | +228.6% | +219.2% |
| 5Y | +111.6% | +31.2% | +80.4% | +87.2% |
| 10Y | +211.7% | -13.9% | +225.6% | +177.7% |
| All | +425.4% | +2,694.8% | -2,269.3% | +141.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling