-16.0%
Z vs TKO
+1,165.6%
-1,181.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.4% |
| 7D | -6.5% | +6.4% | -12.9% | -8.2% |
| 30D | -0.1% | +11.9% | -12.0% | -3.4% |
| 3M | -14.1% | +5.6% | -19.7% | -15.5% |
| 6M | -30.1% | +7.5% | -37.6% | -31.9% |
| YTD | -57.5% | -3.5% | -54.0% | -57.4% |
| 1Y | -60.3% | +13.0% | -73.3% | -62.2% |
| 3Y | -21.0% | +157.6% | -178.6% | -42.9% |
| 5Y | -54.9% | +288.2% | -343.2% | -72.4% |
| 10Y | -16.0% | +1,196.6% | -1,212.6% | -61.4% |
| All | -16.0% | +1,165.6% | -1,181.6% | -61.4% |
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