+3,078.8%
TMO vs PAAS
+1,235.6%
+1,843.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.6% |
| 7D | -1.4% | -2.9% | +1.5% | -1.1% |
| 30D | +6.2% | +6.8% | -0.6% | +5.6% |
| 3M | +27.5% | -2.9% | +30.3% | +27.4% |
| 6M | +20.0% | -16.4% | +36.4% | +21.0% |
| YTD | +6.1% | 0.0% | +6.1% | +5.3% |
| 1Y | +25.8% | +54.3% | -28.5% | +20.5% |
| 3Y | +11.2% | +230.7% | -219.5% | -1.1% |
| 5Y | +9.6% | +111.6% | -102.1% | -0.5% |
| 10Y | +317.8% | +211.7% | +106.0% | +256.3% |
| All | +3,078.8% | +1,235.6% | +1,843.2% | +2,316.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling