+328.6%
TMO vs PAAS
+230.4%
+98.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -0.6% | -1.9% | +1.3% | -0.5% |
| 30D | +1.1% | -3.6% | +4.7% | +1.4% |
| 3M | +28.3% | +8.6% | +19.8% | +27.0% |
| 6M | +23.3% | -16.7% | +39.9% | +24.6% |
| YTD | +5.5% | -1.9% | +7.4% | +4.7% |
| 1Y | +24.5% | +38.0% | -13.5% | +19.3% |
| 3Y | +19.6% | +234.9% | -215.4% | +2.8% |
| 5Y | +8.1% | +119.5% | -111.3% | -5.1% |
| All | +328.6% | +230.4% | +98.3% | +276.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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