-58.7%
Z vs TKO
+1.2%
-59.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.5% |
| 7D | -3.0% | +0.7% | -3.7% | -3.2% |
| 30D | -4.2% | +1.6% | -5.8% | -4.4% |
| 3M | -3.7% | -7.8% | +4.1% | -1.8% |
| 6M | -24.5% | -13.3% | -11.2% | -21.5% |
| YTD | -49.3% | -10.3% | -39.0% | -47.8% |
| 1Y | -58.7% | -0.6% | -58.1% | -59.9% |
| All | -58.7% | +1.2% | -59.9% | -59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling