-44.8%
TOST vs PAAS
+79.3%
-124.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.8% | +5.1% | +0.7% |
| 7D | +3.0% | +4.2% | -1.2% | +1.9% |
| 30D | +10.3% | -13.8% | +24.0% | +14.1% |
| 3M | -3.3% | -22.7% | +19.4% | +2.0% |
| 6M | +37.8% | -32.1% | +69.9% | +48.7% |
| YTD | -2.8% | -22.3% | +19.5% | -1.9% |
| 1Y | -9.6% | +7.7% | -17.2% | -18.2% |
| 3Y | +144.6% | +214.0% | -69.4% | +35.6% |
| 5Y | -31.0% | +63.2% | -94.2% | -50.6% |
| All | -44.8% | +79.3% | -124.0% | -63.7% |
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