+989.1%
TKO vs VCLT
+17.1%
+972.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | +2.3% | -1.4% | +3.7% | +2.7% |
| 30D | -2.5% | -1.2% | -1.3% | -2.1% |
| 3M | -10.6% | -4.8% | -5.8% | -9.4% |
| 6M | -5.1% | -2.6% | -2.5% | -4.3% |
| YTD | -8.2% | -3.3% | -4.9% | -7.3% |
| 1Y | -4.4% | -4.8% | +0.4% | -3.1% |
| 3Y | +100.4% | +11.5% | +88.9% | +95.5% |
| 5Y | +294.3% | -17.0% | +311.3% | +305.0% |
| All | +989.1% | +17.1% | +972.0% | +1,081.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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