+910.9%
PAAS vs TDY
+7,071.3%
-6,160.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +2.0% | -0.9% | +2.9% | +2.1% |
| 30D | -0.1% | -12.5% | +12.4% | +2.2% |
| 3M | +8.2% | -1.2% | +9.4% | +8.4% |
| 6M | -13.8% | -6.6% | -7.2% | -12.7% |
| YTD | -0.6% | +18.5% | -19.1% | -3.2% |
| 1Y | +44.0% | +10.8% | +33.2% | +41.7% |
| 3Y | +246.6% | +47.5% | +199.1% | +225.6% |
| 5Y | +116.1% | +35.8% | +80.3% | +104.9% |
| 10Y | +202.7% | +459.0% | -256.2% | +135.6% |
| All | +910.9% | +7,071.3% | -6,160.4% | +553.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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