+880.3%
PAAS vs TKO
+1,366.4%
-486.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.2% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | +6.8% | +1.6% | +5.2% | +6.6% |
| 3M | -2.9% | -7.8% | +4.9% | -2.2% |
| 6M | -16.4% | -13.3% | -3.1% | -15.3% |
| YTD | 0.0% | -10.3% | +10.3% | +1.0% |
| 1Y | +54.3% | -0.6% | +54.9% | +54.1% |
| 3Y | +230.7% | +88.5% | +142.2% | +206.7% |
| 5Y | +111.6% | +284.7% | -173.1% | +81.2% |
| 10Y | +211.7% | +905.7% | -694.0% | +131.5% |
| All | +880.3% | +1,366.4% | -486.1% | +528.5% |
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