+236.4%
TSM vs PAAS
+71.7%
+164.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.9% | +6.0% |
| 7D | -7.6% | +8.4% | -16.0% | -9.0% |
| 30D | -20.5% | -7.2% | -13.3% | -19.4% |
| 3M | -10.0% | -14.0% | +4.0% | -7.8% |
| 6M | -10.1% | -26.8% | +16.7% | -5.6% |
| YTD | +24.5% | -19.8% | +44.3% | +27.5% |
| 1Y | +31.2% | +22.8% | +8.3% | +24.1% |
| 3Y | +322.0% | +183.6% | +138.3% | +238.1% |
| All | +236.4% | +71.7% | +164.7% | +176.8% |
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 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