+118.2%
PAAS vs TKO
+315.8%
-197.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.8% |
| 7D | +2.0% | +7.2% | -5.2% | +0.4% |
| 30D | -0.1% | +4.7% | -4.8% | -1.2% |
| 3M | +8.2% | -3.2% | +11.5% | +8.5% |
| 6M | -13.8% | -2.9% | -10.9% | -13.7% |
| YTD | -0.6% | -5.8% | +5.2% | +0.1% |
| 1Y | +44.0% | -1.1% | +45.1% | +43.3% |
| 3Y | +246.6% | +111.1% | +135.5% | +197.1% |
| All | +118.2% | +315.8% | -197.6% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling