+7.9%
ZBH vs TKO
+5.6%
+2.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +3.4% | +10.1% | +13.0% |
| 7D | +14.3% | +11.3% | +3.0% | +13.0% |
| 30D | +20.3% | +9.3% | +11.0% | +19.1% |
| 3M | +15.3% | +5.3% | +10.0% | +14.6% |
| 6M | +33.9% | +4.9% | +29.1% | +33.2% |
| YTD | +23.5% | -6.3% | +29.8% | +24.1% |
| 1Y | +7.9% | +4.9% | +3.0% | +5.4% |
| All | +7.9% | +5.6% | +2.2% | +5.4% |
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 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