-64.0%
Z vs TKO
+1.9%
-65.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.0% | -11.5% | -7.8% |
| 7D | -3.3% | +7.2% | -10.4% | -5.2% |
| 30D | -3.7% | +4.7% | -8.4% | -4.8% |
| 3M | -7.0% | -3.2% | -3.8% | -6.6% |
| 6M | -29.5% | -2.9% | -26.6% | -29.4% |
| YTD | -52.6% | -5.8% | -46.8% | -52.0% |
| 1Y | -64.0% | -1.1% | -62.9% | -64.0% |
| All | -64.0% | +1.9% | -65.9% | -64.0% |
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