+201.0%
PAAS vs TKO
+152.5%
+48.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -3.3% |
| 7D | -7.0% | +2.6% | -9.7% | -7.7% |
| 30D | -15.3% | +11.6% | -26.9% | -17.8% |
| 3M | -27.7% | -0.1% | -27.6% | -27.9% |
| 6M | -40.5% | +6.7% | -47.2% | -42.3% |
| YTD | -26.5% | -6.0% | -20.5% | -25.8% |
| 1Y | -0.8% | +8.5% | -9.3% | -4.1% |
| All | +201.0% | +152.5% | +48.5% | +130.2% |
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 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