+2,486.9%
VRT vs TKO
+171.5%
+2,315.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | -8.4% | +2.3% | -10.7% | -8.8% |
| 30D | -10.9% | -2.5% | -8.4% | -10.4% |
| 3M | -13.7% | -10.6% | -3.1% | -11.9% |
| 6M | -4.1% | -5.1% | +0.9% | -3.9% |
| YTD | +58.7% | -8.2% | +67.0% | +59.9% |
| 1Y | +89.6% | -4.4% | +94.1% | +88.4% |
| 3Y | +558.1% | +100.4% | +457.8% | +447.2% |
| 5Y | +953.0% | +294.3% | +658.7% | +652.6% |
| All | +2,486.9% | +171.5% | +2,315.4% | +1,648.1% |
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