+1,643.1%
TSM vs PAAS
+205.7%
+1,437.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | +6.2% | -8.9% | +15.1% | +7.6% |
| 30D | -7.3% | -11.4% | +4.1% | -5.7% |
| 3M | -7.1% | -20.4% | +13.3% | -4.2% |
| 6M | +0.2% | -40.7% | +40.9% | +7.4% |
| YTD | +32.2% | -26.9% | +59.2% | +36.7% |
| 1Y | +42.8% | -3.1% | +45.9% | +41.6% |
| 3Y | +330.4% | +199.3% | +131.1% | +261.9% |
| 5Y | +263.9% | +48.3% | +215.6% | +225.0% |
| All | +1,643.1% | +205.7% | +1,437.4% | +1,345.4% |
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