+894.6%
VMC vs TKO
+1,406.3%
-511.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.8% |
| 7D | -5.3% | +0.7% | -6.0% | -5.5% |
| 30D | -12.3% | +0.9% | -13.1% | -12.5% |
| 3M | -10.3% | -6.2% | -4.1% | -9.4% |
| 6M | -8.6% | -5.6% | -2.9% | -7.9% |
| YTD | -11.9% | -7.8% | -4.0% | -11.0% |
| 1Y | -13.9% | -1.2% | -12.7% | -14.4% |
| 3Y | +18.2% | +106.5% | -88.4% | -0.5% |
| 5Y | +47.7% | +310.4% | -262.6% | +6.4% |
| 10Y | +152.5% | +987.5% | -835.0% | +39.1% |
| All | +894.6% | +1,406.3% | -511.7% | +288.0% |
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