+246.3%
ZETA vs TKO
+226.4%
+19.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.0% | -6.8% | -3.7% |
| 7D | -2.4% | +7.2% | -9.6% | -5.2% |
| 30D | +15.6% | +4.7% | +10.9% | +13.2% |
| 3M | +41.5% | -3.2% | +44.7% | +42.7% |
| 6M | +63.4% | -2.9% | +66.3% | +64.6% |
| YTD | +51.3% | -5.8% | +57.1% | +53.6% |
| 1Y | +65.8% | -1.1% | +66.9% | +64.8% |
| 3Y | +279.2% | +111.1% | +168.1% | +174.7% |
| 5Y | +341.8% | +315.6% | +26.2% | +76.8% |
| All | +246.3% | +226.4% | +19.9% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling