+1,598.5%
TSM vs PAAS
+168.2%
+1,430.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.8% | +7.9% | +2.9% |
| 7D | -2.1% | +4.2% | -6.2% | -2.7% |
| 30D | -12.5% | -13.8% | +1.3% | -10.7% |
| 3M | -5.0% | -22.7% | +17.7% | -1.7% |
| 6M | -3.2% | -32.1% | +28.9% | +1.6% |
| YTD | +31.5% | -22.3% | +53.8% | +34.6% |
| 1Y | +35.7% | +7.7% | +28.0% | +32.6% |
| 3Y | +323.5% | +214.0% | +109.5% | +254.2% |
| 5Y | +263.4% | +63.2% | +200.2% | +220.8% |
| 10Y | +1,598.5% | +185.5% | +1,413.0% | +1,320.8% |
| All | +1,598.5% | +168.2% | +1,430.3% | +1,320.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling