+398.6%
ZS vs TKO
+467.3%
-68.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.5% |
| 7D | -3.1% | +2.3% | -5.4% | -3.9% |
| 30D | -7.2% | -2.5% | -4.7% | -6.8% |
| 3M | +30.5% | -10.6% | +41.1% | +34.2% |
| 6M | +7.0% | -5.1% | +12.0% | +7.9% |
| YTD | -26.8% | -8.2% | -18.6% | -25.7% |
| 1Y | -42.6% | -4.4% | -38.2% | -42.7% |
| 3Y | -0.3% | +100.4% | -100.7% | -21.9% |
| 5Y | -39.2% | +294.3% | -333.5% | -62.9% |
| All | +398.6% | +467.3% | -68.6% | +148.5% |
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