-5.5%
TOST vs PAAS
-2.8%
-2.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.0% | +3.5% |
| 7D | 0.0% | -8.9% | +8.9% | +0.5% |
| 30D | +16.2% | -11.4% | +27.6% | +16.7% |
| 3M | -1.5% | -20.4% | +18.9% | -0.8% |
| 6M | +55.3% | -40.7% | +96.0% | +58.3% |
| YTD | -2.3% | -26.9% | +24.6% | -4.6% |
| 1Y | -5.5% | -3.1% | -2.5% | -11.4% |
| All | -5.5% | -2.8% | -2.7% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling