+11,954.4%
TSM vs PAAS
+591.0%
+11,363.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.9% | +6.2% |
| 7D | -7.6% | +8.4% | -16.0% | -8.3% |
| 30D | -20.5% | -7.2% | -13.3% | -20.0% |
| 3M | -10.0% | -14.0% | +4.0% | -8.9% |
| 6M | -10.1% | -26.8% | +16.7% | -7.8% |
| YTD | +24.5% | -19.8% | +44.3% | +26.2% |
| 1Y | +31.2% | +22.8% | +8.3% | +27.7% |
| 3Y | +322.0% | +183.6% | +138.3% | +277.1% |
| 5Y | +245.3% | +73.8% | +171.4% | +216.9% |
| 10Y | +1,465.8% | +185.6% | +1,280.3% | +1,237.7% |
| All | +11,954.4% | +591.0% | +11,363.4% | +12,159.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling