-45.7%
TOST vs PAAS
+130.7%
-176.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.7% |
| 7D | -3.4% | -2.9% | -0.5% | -2.7% |
| 30D | -2.4% | +6.8% | -9.2% | -4.6% |
| 3M | +34.6% | -2.9% | +37.5% | +34.1% |
| 6M | +15.2% | -16.4% | +31.6% | +18.0% |
| YTD | -4.4% | 0.0% | -4.4% | -8.8% |
| 1Y | -17.4% | +54.3% | -71.7% | -32.8% |
| 3Y | +54.5% | +230.7% | -176.2% | -12.1% |
| All | -45.7% | +130.7% | -176.4% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling