+225.8%
TTMI vs PAAS
+1,394.2%
-1,168.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.9% | +10.4% | +12.8% |
| 7D | -1.6% | +8.8% | -10.5% | -3.1% |
| 30D | -37.7% | -8.5% | -29.3% | -36.7% |
| 3M | -45.1% | -17.0% | -28.1% | -43.5% |
| 6M | -52.1% | -27.9% | -24.2% | -49.6% |
| YTD | +9.2% | -17.5% | +26.6% | +11.8% |
| 1Y | +12.9% | +22.8% | -9.9% | +8.5% |
| 3Y | +445.5% | +224.2% | +221.3% | +338.7% |
| 5Y | +427.9% | +73.6% | +354.2% | +356.6% |
| 10Y | +449.9% | +186.4% | +263.5% | +304.0% |
| All | +225.8% | +1,394.2% | -1,168.5% | +170.6% |
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