+2,723.0%
VRT vs TKO
+165.4%
+2,557.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +4.8% |
| 7D | +9.1% | +0.7% | +8.4% | +8.9% |
| 30D | +0.9% | +1.6% | -0.7% | +0.3% |
| 3M | -13.4% | -7.8% | -5.6% | -12.4% |
| 6M | +11.7% | -13.3% | +25.0% | +14.5% |
| YTD | +73.2% | -10.3% | +83.5% | +75.3% |
| 1Y | +123.4% | -0.6% | +124.0% | +119.1% |
| 3Y | +606.2% | +88.5% | +517.7% | +494.5% |
| 5Y | +899.9% | +284.7% | +615.2% | +618.2% |
| All | +2,723.0% | +165.4% | +2,557.7% | +1,816.9% |
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