-62.3%
ZTS vs TKO
+291.2%
-353.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -3.7% | +2.3% | -6.1% | -4.2% |
| 30D | -0.8% | -2.5% | +1.7% | -0.4% |
| 3M | -9.7% | -10.6% | +0.9% | -8.1% |
| 6M | -38.4% | -5.1% | -33.3% | -38.0% |
| YTD | -41.1% | -8.2% | -32.9% | -40.5% |
| 1Y | -50.6% | -4.4% | -46.2% | -50.5% |
| 3Y | -59.1% | +100.4% | -159.5% | -64.0% |
| All | -62.3% | +291.2% | -353.6% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling