-15.6%
VMC vs TKO
-1.0%
-14.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -3.8% | +2.3% | -6.1% | -4.1% |
| 30D | -9.7% | -2.5% | -7.2% | -9.3% |
| 3M | -9.6% | -10.6% | +1.0% | -8.2% |
| 6M | -4.8% | -5.1% | +0.2% | -4.7% |
| YTD | -10.9% | -8.2% | -2.7% | -10.2% |
| 1Y | -15.6% | -4.4% | -11.2% | -14.4% |
| All | -15.6% | -1.0% | -14.6% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling