-39.3%
VG vs TKO
+24.9%
-64.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | +16.0% | +1.6% | +14.4% | +15.1% |
| 3M | +9.7% | -7.8% | +17.5% | +11.3% |
| 6M | +29.6% | -13.3% | +42.9% | +34.9% |
| YTD | +112.0% | -10.3% | +122.3% | +115.2% |
| 1Y | +12.8% | -0.6% | +13.4% | +5.7% |
| All | -39.3% | +24.9% | -64.3% | -54.7% |
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