-56.3%
Z vs TKO
+250.1%
-306.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.8% |
| 7D | -4.6% | +5.7% | -10.3% | -6.3% |
| 30D | +8.3% | +6.9% | +1.4% | +6.0% |
| 3M | -11.6% | +2.4% | -14.0% | -12.3% |
| 6M | -33.6% | +1.1% | -34.7% | -34.2% |
| YTD | -56.7% | -7.5% | -49.2% | -55.9% |
| 1Y | -59.1% | +7.2% | -66.3% | -60.7% |
| 3Y | -20.4% | +131.3% | -151.7% | -42.9% |
| All | -56.3% | +250.1% | -306.4% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling