+54.0%
ZM vs TKO
+117.5%
-63.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.7% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -10.0% | -2.6% | -7.4% | -9.9% |
| 3M | +1.6% | -7.8% | +9.4% | +2.0% |
| 6M | +25.0% | -7.0% | +32.0% | +25.4% |
| YTD | +10.6% | -8.5% | +19.2% | +10.9% |
| 1Y | +14.0% | -1.3% | +15.3% | +13.6% |
| 3Y | +32.5% | +105.0% | -72.5% | +26.9% |
| 5Y | -68.3% | +292.9% | -361.2% | -70.0% |
| All | +54.0% | +117.5% | -63.5% | +77.0% |
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 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