-44.5%
TOST vs PAAS
+68.5%
-113.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.0% | +3.6% |
| 7D | 0.0% | -8.9% | +8.9% | +2.3% |
| 30D | +16.2% | -11.4% | +27.6% | +19.4% |
| 3M | -1.5% | -20.4% | +18.9% | +3.3% |
| 6M | +55.3% | -40.7% | +96.0% | +73.8% |
| YTD | -2.3% | -26.9% | +24.6% | 0.0% |
| 1Y | -5.5% | -3.1% | -2.5% | -12.0% |
| 3Y | +151.1% | +199.3% | -48.1% | +40.5% |
| 5Y | -27.9% | +48.3% | -76.2% | -46.7% |
| All | -44.5% | +68.5% | -113.0% | -62.9% |
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