+54.1%
ZM vs TKO
+118.3%
-64.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -5.7% | +2.3% | -8.0% | -5.8% |
| 30D | -9.1% | -2.5% | -6.6% | -9.0% |
| 3M | +3.5% | -10.6% | +14.1% | +4.1% |
| 6M | +25.7% | -5.1% | +30.7% | +25.9% |
| YTD | +10.8% | -8.2% | +19.0% | +11.1% |
| 1Y | +12.8% | -4.4% | +17.2% | +12.7% |
| 3Y | +33.1% | +100.4% | -67.2% | +27.6% |
| 5Y | -68.3% | +294.3% | -362.6% | -69.9% |
| All | +54.1% | +118.3% | -64.1% | +77.2% |
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