+608.9%
VIG vs TKO
+2,297.9%
-1,689.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -3.2% | -2.6% | -0.6% | -2.9% |
| 3M | +3.0% | -7.8% | +10.8% | +4.2% |
| 6M | +8.1% | -7.0% | +15.1% | +9.0% |
| YTD | +9.1% | -8.5% | +17.6% | +10.0% |
| 1Y | +12.6% | -1.3% | +13.9% | +11.8% |
| 3Y | +55.4% | +105.0% | -49.6% | +32.9% |
| 5Y | +62.8% | +292.9% | -230.1% | +21.4% |
| 10Y | +246.6% | +979.3% | -732.8% | +100.4% |
| All | +608.9% | +2,297.9% | -1,689.1% | +160.4% |
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