-100.0%
ZCMD vs TKO
+102.7%
-202.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.4% | -7.4% | -7.0% |
| 7D | -5.4% | +2.3% | -7.7% | -4.9% |
| 30D | -24.8% | -2.5% | -22.3% | -25.1% |
| 3M | -62.8% | -10.6% | -52.2% | -63.7% |
| 6M | -99.5% | -5.1% | -94.5% | -99.5% |
| YTD | -99.8% | -8.2% | -91.5% | -99.8% |
| 1Y | -99.9% | -4.4% | -95.5% | -99.9% |
| 3Y | -100.0% | +100.4% | -200.4% | -100.0% |
| All | -100.0% | +102.7% | -202.7% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling