+137.9%
VGT vs TKO
+291.2%
-153.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | -0.2% | +2.3% | -2.5% | -0.7% |
| 30D | -0.4% | -2.5% | +2.0% | 0.0% |
| 3M | +4.4% | -10.6% | +15.0% | +6.6% |
| 6M | +32.1% | -5.1% | +37.1% | +32.6% |
| YTD | +28.8% | -8.2% | +37.0% | +29.9% |
| 1Y | +35.3% | -4.4% | +39.8% | +34.9% |
| 3Y | +124.8% | +100.4% | +24.4% | +86.7% |
| All | +137.9% | +291.2% | -153.3% | +37.3% |
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