-3.1%
PAAS vs TKO
+9.5%
-12.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -8.9% | +2.3% | -11.2% | -9.5% |
| 30D | -11.4% | +13.4% | -24.8% | -14.4% |
| 3M | -20.4% | -1.7% | -18.7% | -20.2% |
| 6M | -40.7% | +7.2% | -47.9% | -43.7% |
| YTD | -26.9% | -5.4% | -21.6% | -25.0% |
| 1Y | -3.1% | +8.7% | -11.8% | -5.7% |
| All | -3.1% | +9.5% | -12.5% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling