-68.5%
VFC vs TKO
+989.7%
-1,058.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.3% |
| 7D | -1.4% | +2.3% | -3.7% | -2.0% |
| 30D | -9.0% | -2.5% | -6.5% | -8.5% |
| 3M | -24.2% | -10.6% | -13.6% | -22.2% |
| 6M | -18.5% | -5.1% | -13.4% | -17.8% |
| YTD | -25.9% | -8.2% | -17.6% | -24.7% |
| 1Y | -13.0% | -4.4% | -8.6% | -12.7% |
| 3Y | -20.3% | +100.4% | -120.7% | -33.3% |
| 5Y | -78.1% | +294.3% | -372.4% | -84.5% |
| All | -68.5% | +989.7% | -1,058.2% | -80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling