+3.5%
VCIT vs TKO
+250.1%
-246.6%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | +0.1% | +5.7% | -5.6% | -0.1% |
| 30D | +1.9% | +6.9% | -5.0% | +1.7% |
| 3M | -1.4% | +2.4% | -3.8% | -1.5% |
| 6M | -2.1% | +1.1% | -3.2% | -2.2% |
| YTD | -1.6% | -7.5% | +5.9% | -1.6% |
| 1Y | -0.9% | +7.2% | -8.1% | -1.2% |
| 3Y | +20.0% | +131.3% | -111.4% | +16.8% |
| All | +3.5% | +250.1% | -246.6% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 5y: compounded portfolio wealth divided by compounded TKO 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…
5y analysis · Full analysis span regression · 6 months rolling