+106.1%
TOST vs PAAS
+178.1%
-72.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | +11.6% | -0.4% | +12.0% | +11.6% |
| 30D | +16.2% | -11.6% | +27.9% | +18.3% |
| 3M | +1.0% | -15.6% | +16.6% | +3.0% |
| 6M | +23.2% | -19.1% | +42.3% | +25.1% |
| YTD | -1.0% | -20.9% | +20.0% | -1.0% |
| 1Y | -9.9% | +21.3% | -31.2% | -18.8% |
| All | +106.1% | +178.1% | -72.0% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling