+270.1%
TSM vs PAAS
+51.0%
+219.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.1% |
| 7D | +14.8% | -7.0% | +21.9% | +16.4% |
| 30D | -8.9% | -15.3% | +6.4% | -6.1% |
| 3M | -5.3% | -27.7% | +22.5% | +0.3% |
| 6M | +2.6% | -40.5% | +43.0% | +12.0% |
| YTD | +34.5% | -26.5% | +61.0% | +39.9% |
| 1Y | +41.0% | -0.8% | +41.8% | +38.6% |
| 3Y | +333.1% | +196.9% | +136.2% | +245.5% |
| 5Y | +270.1% | +49.2% | +220.9% | +208.8% |
| All | +270.1% | +51.0% | +219.1% | +208.8% |
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