+239.5%
ZETA vs TKO
+218.0%
+21.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -3.7% | +2.3% | -6.0% | -4.7% |
| 30D | +5.7% | -2.5% | +8.2% | +6.4% |
| 3M | +50.4% | -10.6% | +61.0% | +56.6% |
| 6M | +65.5% | -5.1% | +70.5% | +68.1% |
| YTD | +48.3% | -8.2% | +56.5% | +52.1% |
| 1Y | +45.4% | -4.4% | +49.8% | +46.4% |
| 3Y | +270.8% | +100.4% | +170.4% | +174.5% |
| 5Y | +336.1% | +294.3% | +41.8% | +78.7% |
| All | +239.5% | +218.0% | +21.4% | +56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling