+30.8%
VNQ vs TKO
+102.7%
-71.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.7% |
| 7D | -1.3% | +2.3% | -3.6% | -1.6% |
| 30D | -2.6% | -2.5% | -0.1% | -2.3% |
| 3M | -2.0% | -10.6% | +8.6% | -0.7% |
| 6M | +4.3% | -5.1% | +9.4% | +4.7% |
| YTD | +9.2% | -8.2% | +17.4% | +10.0% |
| 1Y | +5.6% | -4.4% | +10.0% | +5.7% |
| 3Y | +30.8% | +100.4% | -69.5% | +21.1% |
| All | +30.8% | +102.7% | -71.8% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling