+1,346.1%
PAYC vs TKO
+1,049.6%
+296.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -10.2% | +0.1% | -10.3% | -10.3% |
| 30D | +2.0% | -2.6% | +4.6% | +2.5% |
| 3M | +58.3% | -7.8% | +66.1% | +61.2% |
| 6M | +64.5% | -7.0% | +71.5% | +66.7% |
| YTD | +36.5% | -8.5% | +45.1% | +38.5% |
| 1Y | -1.3% | -1.3% | 0.0% | -2.0% |
| 3Y | -22.1% | +105.0% | -127.1% | -38.2% |
| 5Y | -53.3% | +292.9% | -346.2% | -69.8% |
| 10Y | +348.5% | +979.3% | -630.9% | +130.6% |
| All | +1,346.1% | +1,049.6% | +296.6% | +620.3% |
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