+215.4%
PAAS vs TKO
+985.8%
-770.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.2% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | -1.9% | -2.6% | +0.8% | -1.6% |
| 3M | +15.1% | -7.8% | +22.8% | +16.0% |
| 6M | -17.1% | -7.0% | -10.1% | -16.6% |
| YTD | -1.3% | -8.5% | +7.2% | -0.5% |
| 1Y | +41.1% | -1.3% | +42.4% | +40.9% |
| 3Y | +244.2% | +105.0% | +139.2% | +217.7% |
| 5Y | +120.8% | +292.9% | -172.1% | +92.5% |
| All | +215.4% | +985.8% | -770.4% | +193.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling