-38.0%
VG vs TKO
+31.2%
-69.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.0% | -2.9% | +1.0% |
| 7D | -2.5% | +7.2% | -9.7% | -4.1% |
| 30D | +11.1% | +4.7% | +6.4% | +9.5% |
| 3M | +14.9% | -3.2% | +18.1% | +15.2% |
| 6M | +18.4% | -2.9% | +21.2% | +17.7% |
| YTD | +116.6% | -5.8% | +122.4% | +117.3% |
| 1Y | +9.4% | -1.1% | +10.4% | +5.5% |
| All | -38.0% | +31.2% | -69.2% | -54.2% |
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 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