+18.8%
TMO vs PAAS
+255.3%
-236.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.1% |
| 7D | -0.5% | +2.6% | -3.1% | -0.7% |
| 30D | +1.0% | +2.5% | -1.5% | +0.7% |
| 3M | +22.7% | +15.1% | +7.6% | +20.9% |
| 6M | +19.0% | -12.1% | +31.1% | +19.7% |
| YTD | +4.7% | +3.1% | +1.7% | +3.8% |
| 1Y | +26.0% | +50.8% | -24.8% | +20.8% |
| All | +18.8% | +255.3% | -236.6% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling