-39.6%
ZBRA vs TKO
+291.2%
-330.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | -3.4% | +2.3% | -5.7% | -4.1% |
| 30D | -7.4% | -2.5% | -4.9% | -7.0% |
| 3M | +57.5% | -10.6% | +68.1% | +61.8% |
| 6M | +64.0% | -5.1% | +69.0% | +64.6% |
| YTD | +44.3% | -8.2% | +52.5% | +45.6% |
| 1Y | +10.9% | -4.4% | +15.3% | +10.0% |
| 3Y | +37.5% | +100.4% | -62.8% | +6.1% |
| All | -39.6% | +291.2% | -330.8% | -67.2% |
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