+275.4%
ZETA vs TKO
+102.0%
+173.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.7% |
| 7D | -6.5% | +0.1% | -6.6% | -6.6% |
| 30D | +4.8% | -2.6% | +7.5% | +5.6% |
| 3M | +53.3% | -7.8% | +61.1% | +57.3% |
| 6M | +66.8% | -7.0% | +73.8% | +70.5% |
| YTD | +50.2% | -8.5% | +58.7% | +53.9% |
| 1Y | +62.0% | -1.3% | +63.3% | +61.6% |
| All | +275.4% | +102.0% | +173.5% | +200.9% |
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