-9.6%
TOST vs PAAS
+11.3%
-20.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.8% | +5.1% | -0.4% |
| 7D | +3.0% | +4.2% | -1.2% | +2.7% |
| 30D | +10.3% | -13.8% | +24.0% | +10.7% |
| 3M | -3.3% | -22.7% | +19.4% | -2.7% |
| 6M | +37.8% | -32.1% | +69.9% | +39.2% |
| YTD | -2.8% | -22.3% | +19.5% | -5.5% |
| 1Y | -9.6% | +7.7% | -17.2% | -15.7% |
| All | -9.6% | +11.3% | -20.9% | -15.7% |
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 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