I'm not much of a gamer myself, but the tkg kernel offers a lot better performance in normal desktop usage. When I used the zen kernel before, in Arch, I could barely notice a performance increase. The tkg kernel kernel is great. So kudos for officially switching to tkg over zen.
There's a selection of kernels in Garuda Settings manager, there you can choose a tkg kernel with a name corresponding to your processor's architecture, and various CPU schedulers (pds, bmq and others). There are some benchmarks for these that say that pds is the fastest, but they may be not right for you. It's about testing yourself right now, as there are still not a lot of enthusiasts that care about that.