+535.3%
VRT vs TKO
+102.0%
+433.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.9% | -5.4% |
| 7D | -7.7% | +0.1% | -7.8% | -7.7% |
| 30D | -12.0% | -2.6% | -9.3% | -11.3% |
| 3M | -11.7% | -7.8% | -3.9% | -10.2% |
| 6M | -8.1% | -7.0% | -1.1% | -7.2% |
| YTD | +53.2% | -8.5% | +61.8% | +54.7% |
| 1Y | +81.7% | -1.3% | +83.0% | +75.8% |
| All | +535.3% | +102.0% | +433.3% | +380.3% |
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 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