+349.2%
PAYC vs TKO
+989.7%
-640.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.2% |
| 7D | -5.5% | +2.3% | -7.8% | -6.3% |
| 30D | +3.8% | -2.5% | +6.3% | +4.4% |
| 3M | +65.8% | -10.6% | +76.4% | +71.3% |
| 6M | +68.7% | -5.1% | +73.8% | +70.2% |
| YTD | +38.3% | -8.2% | +46.6% | +40.6% |
| 1Y | -2.4% | -4.4% | +2.1% | -2.3% |
| 3Y | -21.5% | +100.4% | -121.9% | -41.1% |
| 5Y | -52.7% | +294.3% | -347.0% | -73.5% |
| All | +349.2% | +989.7% | -640.4% | +56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling