-4.5%
TT vs PAAS
+24.3%
-28.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.4% | -10.0% | -2.8% |
| 7D | -8.5% | -1.1% | -7.4% | -8.3% |
| 30D | -12.8% | -8.5% | -4.4% | -11.8% |
| 3M | -12.9% | -7.3% | -5.6% | -12.5% |
| 6M | -15.2% | -18.3% | +3.0% | -13.8% |
| YTD | +6.2% | -19.2% | +25.4% | +7.9% |
| 1Y | -4.5% | +26.1% | -30.7% | -6.7% |
| All | -4.5% | +24.3% | -28.8% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling