+166.5%
ZTS vs TKO
+2,848.9%
-2,682.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.0% | -8.0% | -3.6% |
| 7D | -4.8% | +7.2% | -11.9% | -5.7% |
| 30D | +1.2% | +4.7% | -3.5% | +0.6% |
| 3M | -6.0% | -3.2% | -2.8% | -5.8% |
| 6M | -38.7% | -2.9% | -35.9% | -38.6% |
| YTD | -40.6% | -5.8% | -34.8% | -40.3% |
| 1Y | -50.6% | -1.1% | -49.5% | -50.7% |
| 3Y | -58.7% | +111.1% | -169.8% | -62.9% |
| 5Y | -62.8% | +315.6% | -378.4% | -69.3% |
| 10Y | +56.2% | +978.5% | -922.3% | +17.2% |
| All | +166.5% | +2,848.9% | -2,682.4% | +64.8% |
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