+421.1%
TOK vs VT
+345.0%
+76.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | +0.2% |
| 7D | -3.3% | -4.2% | +0.9% | +0.2% |
| 30D | -3.9% | -5.8% | +1.9% | +1.0% |
| 3M | -3.6% | -5.2% | +1.6% | +0.8% |
| 6M | +2.6% | +0.1% | +2.5% | +2.5% |
| YTD | +8.7% | +8.2% | +0.5% | +1.7% |
| 1Y | +10.6% | +10.1% | +0.4% | +2.0% |
| 3Y | +73.1% | +69.7% | +3.5% | +11.9% |
| 5Y | +61.2% | +53.4% | +7.8% | +13.4% |
| 10Y | +253.8% | +219.2% | +34.6% | +41.3% |
| All | +421.1% | +345.0% | +76.1% | +67.2% |
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