-57.7%
Z vs TKO
+9.5%
-67.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.2% |
| 7D | +0.8% | +2.3% | -1.5% | 0.0% |
| 30D | +5.2% | +13.4% | -8.2% | +1.3% |
| 3M | -17.0% | -1.7% | -15.3% | -17.1% |
| 6M | -22.7% | +7.2% | -29.9% | -24.4% |
| YTD | -56.3% | -5.4% | -50.9% | -56.1% |
| 1Y | -57.7% | +8.7% | -66.3% | -57.9% |
| All | -57.7% | +9.5% | -67.1% | -57.9% |
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