-14.5%
Z vs TKO
+1,254.1%
-1,268.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.5% | -0.7% | +2.3% |
| 7D | -5.2% | +7.8% | -13.0% | -7.3% |
| 30D | +5.7% | +12.2% | -6.4% | +2.1% |
| 3M | -8.7% | +7.5% | -16.2% | -10.7% |
| 6M | -26.0% | +7.7% | -33.7% | -28.0% |
| YTD | -55.0% | -3.3% | -51.7% | -54.9% |
| 1Y | -58.0% | +11.1% | -69.1% | -59.8% |
| 3Y | -15.2% | +141.0% | -156.2% | -37.5% |
| 5Y | -53.8% | +278.8% | -332.6% | -71.5% |
| 10Y | -14.5% | +1,186.2% | -1,200.7% | -61.3% |
| All | -14.5% | +1,254.1% | -1,268.6% | -61.3% |
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 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