-16.6%
Z vs TKO
+1,146.6%
-1,163.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -13.1% | +3.1% | -16.2% | -13.9% |
| 30D | +5.9% | +15.0% | -9.2% | +1.4% |
| 3M | -13.7% | +2.9% | -16.5% | -14.4% |
| 6M | -27.1% | +9.0% | -36.1% | -29.3% |
| YTD | -56.8% | -3.4% | -53.4% | -56.7% |
| 1Y | -60.2% | +12.8% | -73.0% | -62.1% |
| 3Y | -19.7% | +158.0% | -177.7% | -42.0% |
| 5Y | -53.7% | +285.4% | -339.1% | -71.5% |
| All | -16.6% | +1,146.6% | -1,163.2% | -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 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