+187.6%
TTMI vs PAAS
+1,352.3%
-1,164.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.5% | +5.4% | +6.7% |
| 7D | -19.8% | +8.4% | -28.2% | -21.1% |
| 30D | -48.1% | -7.2% | -40.9% | -47.4% |
| 3M | -51.2% | -14.0% | -37.2% | -50.1% |
| 6M | -59.6% | -26.8% | -32.8% | -57.6% |
| YTD | -3.6% | -19.8% | +16.2% | -0.8% |
| 1Y | -2.3% | +22.8% | -25.2% | -6.2% |
| 3Y | +369.4% | +183.6% | +185.7% | +285.0% |
| 5Y | +365.4% | +73.8% | +291.6% | +302.5% |
| 10Y | +413.2% | +185.6% | +227.6% | +277.2% |
| All | +187.6% | +1,352.3% | -1,164.7% | +139.9% |
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