-40.4%
TOST vs PAAS
+75.8%
-116.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.1% |
| 7D | +11.6% | -0.4% | +12.0% | +11.6% |
| 30D | +16.2% | -11.6% | +27.9% | +19.5% |
| 3M | +1.0% | -15.6% | +16.6% | +4.1% |
| 6M | +23.2% | -19.1% | +42.3% | +26.3% |
| YTD | -1.0% | -20.9% | +20.0% | -0.5% |
| 1Y | -9.9% | +21.3% | -31.2% | -21.3% |
| 3Y | +101.0% | +177.4% | -76.4% | +18.7% |
| 5Y | -40.4% | +71.3% | -111.7% | -56.7% |
| All | -40.4% | +75.8% | -116.2% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling