+13,634.3%
TSM vs PAAS
+761.7%
+12,872.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.2% | +3.1% |
| 7D | +2.7% | -2.9% | +5.6% | +3.0% |
| 30D | +3.6% | +6.8% | -3.2% | +2.8% |
| 3M | -3.4% | -2.9% | -0.5% | -3.3% |
| 6M | +20.6% | -16.4% | +37.0% | +22.1% |
| YTD | +41.9% | 0.0% | +41.8% | +40.9% |
| 1Y | +84.4% | +54.3% | +30.0% | +75.7% |
| 3Y | +380.2% | +230.7% | +149.5% | +322.5% |
| 5Y | +275.3% | +111.6% | +163.7% | +238.1% |
| 10Y | +1,751.4% | +211.7% | +1,539.7% | +1,463.5% |
| All | +13,634.3% | +761.7% | +12,872.6% | +13,591.7% |
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