+145.7%
VMC vs TKO
+989.7%
-843.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -3.8% | +2.3% | -6.1% | -4.2% |
| 30D | -9.7% | -2.5% | -7.2% | -9.3% |
| 3M | -9.6% | -10.6% | +1.0% | -7.9% |
| 6M | -4.8% | -5.1% | +0.2% | -4.3% |
| YTD | -10.9% | -8.2% | -2.7% | -10.0% |
| 1Y | -15.6% | -4.4% | -11.2% | -15.5% |
| 3Y | +19.3% | +100.4% | -81.1% | +2.3% |
| 5Y | +48.0% | +294.3% | -246.3% | +8.5% |
| All | +145.7% | +989.7% | -843.9% | +32.1% |
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