+616.0%
PAAS vs TKO
+1,446.8%
-830.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -8.9% | +2.3% | -11.2% | -9.1% |
| 30D | -11.4% | +13.4% | -24.8% | -12.6% |
| 3M | -20.4% | -1.7% | -18.7% | -20.3% |
| 6M | -40.7% | +7.2% | -47.9% | -41.3% |
| YTD | -26.9% | -5.4% | -21.6% | -26.7% |
| 1Y | -3.1% | +8.7% | -11.8% | -4.2% |
| 3Y | +199.3% | +150.4% | +48.8% | +169.8% |
| 5Y | +48.3% | +276.6% | -228.3% | +27.1% |
| 10Y | +197.6% | +1,134.6% | -937.0% | +116.1% |
| All | +616.0% | +1,446.8% | -830.8% | +356.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling