+237.0%
PAAS vs TKO
+102.0%
+135.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.0% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -1.9% | -2.6% | +0.8% | -1.3% |
| 3M | +15.1% | -7.8% | +22.8% | +17.1% |
| 6M | -17.1% | -7.0% | -10.1% | -16.0% |
| YTD | -1.3% | -8.5% | +7.2% | +0.4% |
| 1Y | +41.1% | -1.3% | +42.4% | +40.1% |
| All | +237.0% | +102.0% | +135.0% | +174.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling