-79.0%
VFC vs TKO
+303.5%
-382.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | -14.0% | -2.6% | -11.4% | -13.4% |
| 3M | -22.6% | -7.8% | -14.8% | -20.7% |
| 6M | -24.7% | -7.0% | -17.7% | -23.4% |
| YTD | -29.0% | -8.5% | -20.4% | -27.5% |
| 1Y | -13.8% | -1.3% | -12.5% | -14.5% |
| 3Y | -28.2% | +105.0% | -133.2% | -42.3% |
| 5Y | -79.0% | +292.9% | -371.9% | -87.3% |
| All | -79.0% | +303.5% | -382.5% | -87.3% |
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