+6.5%
Z vs TKO
+1,055.7%
-1,049.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.7% |
| 7D | -4.6% | +5.7% | -10.3% | -6.1% |
| 30D | +8.3% | +6.9% | +1.4% | +6.4% |
| 3M | -11.6% | +2.4% | -14.0% | -12.2% |
| 6M | -33.6% | +1.1% | -34.7% | -34.1% |
| YTD | -56.7% | -7.5% | -49.2% | -56.0% |
| 1Y | -59.1% | +7.2% | -66.3% | -60.4% |
| 3Y | -20.4% | +131.3% | -151.7% | -39.9% |
| 5Y | -55.3% | +250.8% | -306.1% | -71.1% |
| 10Y | -14.2% | +1,146.6% | -1,160.9% | -61.3% |
| All | +6.5% | +1,055.7% | -1,049.1% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling