-72.5%
TKNO vs VT
+71.3%
-143.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.2% |
| 7D | -2.8% | +1.0% | -3.8% | -4.3% |
| 30D | +6.5% | -0.2% | +6.7% | +7.0% |
| 3M | +48.0% | +4.5% | +43.4% | +37.8% |
| 6M | +226.1% | +14.1% | +212.0% | +168.3% |
| YTD | +81.1% | +14.8% | +66.3% | +47.3% |
| 1Y | +58.2% | +21.2% | +37.0% | +18.8% |
| 3Y | +307.1% | +76.6% | +230.5% | +78.4% |
| 5Y | -69.2% | +66.6% | -135.8% | -85.0% |
| All | -72.5% | +71.3% | -143.8% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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