+403.3%
ZS vs TKO
+469.6%
-66.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.7% | +3.2% |
| 7D | -3.8% | +0.7% | -4.5% | -4.1% |
| 30D | -6.0% | +0.9% | -6.9% | -6.5% |
| 3M | +32.0% | -6.2% | +38.2% | +33.8% |
| 6M | +2.1% | -5.6% | +7.8% | +3.2% |
| YTD | -26.2% | -7.8% | -18.3% | -25.1% |
| 1Y | -41.2% | -1.2% | -39.9% | -41.8% |
| 3Y | +3.3% | +106.5% | -103.2% | -19.8% |
| 5Y | -40.7% | +310.4% | -351.1% | -64.3% |
| All | +403.3% | +469.6% | -66.2% | +150.6% |
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