+373.1%
TSM vs PAAS
+236.3%
+136.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.2% | +3.3% |
| 7D | +2.7% | -2.9% | +5.6% | +3.3% |
| 30D | +3.6% | +6.8% | -3.2% | +1.9% |
| 3M | -3.4% | -2.9% | -0.5% | -3.4% |
| 6M | +20.6% | -16.4% | +37.0% | +23.0% |
| YTD | +41.9% | 0.0% | +41.8% | +39.4% |
| 1Y | +84.4% | +54.3% | +30.0% | +67.0% |
| All | +373.1% | +236.3% | +136.8% | +276.6% |
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