+2,414.7%
TKO vs VYM
+488.1%
+1,926.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.2% |
| 7D | +2.3% | -0.8% | +3.1% | +3.0% |
| 30D | -2.5% | -2.2% | -0.2% | -0.6% |
| 3M | -10.6% | +3.1% | -13.7% | -12.9% |
| 6M | -5.1% | +9.7% | -14.8% | -12.1% |
| YTD | -8.2% | +14.9% | -23.1% | -18.2% |
| 1Y | -4.4% | +17.6% | -22.0% | -16.5% |
| 3Y | +100.4% | +65.3% | +35.1% | +32.2% |
| 5Y | +294.3% | +78.7% | +215.6% | +141.4% |
| 10Y | +983.2% | +208.2% | +774.9% | +318.4% |
| All | +2,414.7% | +488.1% | +1,926.6% | +432.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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