+304.0%
VFC vs TKO
+1,439.7%
-1,135.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.0% | -6.9% | -2.8% |
| 7D | +0.8% | +7.2% | -6.3% | -0.5% |
| 30D | -11.9% | +4.7% | -16.6% | -12.8% |
| 3M | -20.2% | -3.2% | -16.9% | -19.8% |
| 6M | -23.0% | -2.9% | -20.1% | -22.8% |
| YTD | -26.2% | -5.8% | -20.4% | -25.7% |
| 1Y | -13.3% | -1.1% | -12.3% | -13.6% |
| 3Y | -25.5% | +111.1% | -136.6% | -35.4% |
| 5Y | -78.1% | +315.6% | -393.7% | -83.3% |
| 10Y | -68.8% | +978.5% | -1,047.2% | -80.4% |
| All | +304.0% | +1,439.7% | -1,135.7% | +89.2% |
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