+169.7%
VEA vs TKO
+2,376.1%
-2,206.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -1.5% | +2.3% | -3.8% | -1.9% |
| 30D | -0.8% | -2.5% | +1.6% | -0.4% |
| 3M | +2.5% | -10.6% | +13.1% | +4.4% |
| 6M | +11.1% | -5.1% | +16.2% | +11.7% |
| YTD | +17.2% | -8.2% | +25.4% | +18.3% |
| 1Y | +24.5% | -4.4% | +28.9% | +24.4% |
| 3Y | +75.4% | +100.4% | -24.9% | +47.3% |
| 5Y | +61.1% | +294.3% | -233.2% | +14.8% |
| 10Y | +163.1% | +983.2% | -820.0% | +36.0% |
| All | +169.7% | +2,376.1% | -2,206.4% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling