+61.8%
VNQ vs TKO
+989.7%
-927.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.7% |
| 7D | -1.3% | +2.3% | -3.6% | -1.7% |
| 30D | -2.6% | -2.5% | -0.1% | -2.3% |
| 3M | -2.0% | -10.6% | +8.6% | -0.4% |
| 6M | +4.3% | -5.1% | +9.4% | +4.8% |
| YTD | +9.2% | -8.2% | +17.4% | +10.2% |
| 1Y | +5.6% | -4.4% | +10.0% | +5.6% |
| 3Y | +30.8% | +100.4% | -69.5% | +13.7% |
| 5Y | +8.0% | +294.3% | -286.3% | -18.3% |
| All | +61.8% | +989.7% | -927.9% | +8.3% |
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 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