-51.7%
PAYC vs TKO
+291.2%
-342.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.2% |
| 7D | -5.5% | +2.3% | -7.8% | -6.2% |
| 30D | +3.8% | -2.5% | +6.3% | +4.3% |
| 3M | +65.8% | -10.6% | +76.4% | +70.1% |
| 6M | +68.7% | -5.1% | +73.8% | +69.9% |
| YTD | +38.3% | -8.2% | +46.6% | +40.2% |
| 1Y | -2.4% | -4.4% | +2.1% | -2.3% |
| 3Y | -21.5% | +100.4% | -121.9% | -37.1% |
| All | -51.7% | +291.2% | -342.9% | -76.0% |
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 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