+438.4%
TOK vs VT
+363.9%
+74.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +0.4% |
| 7D | -0.1% | -0.3% | +0.2% | +0.2% |
| 30D | -0.1% | -1.4% | +1.3% | +1.1% |
| 3M | -0.7% | -1.4% | +0.7% | +0.4% |
| 6M | +7.0% | +5.5% | +1.5% | +2.3% |
| YTD | +12.3% | +12.8% | -0.5% | +1.5% |
| 1Y | +14.6% | +15.4% | -0.9% | +1.6% |
| 3Y | +78.9% | +76.9% | +2.0% | +11.7% |
| 5Y | +67.0% | +60.4% | +6.6% | +13.2% |
| 10Y | +265.6% | +232.8% | +32.8% | +41.0% |
| All | +438.4% | +363.9% | +74.5% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling