+192.7%
VSH vs TKO
+989.7%
-796.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.8% | +6.0% |
| 7D | +4.8% | +2.3% | +2.5% | +4.0% |
| 30D | -0.7% | -2.5% | +1.8% | -0.2% |
| 3M | -43.1% | -10.6% | -32.5% | -41.6% |
| 6M | +91.8% | -5.1% | +96.8% | +92.8% |
| YTD | +131.6% | -8.2% | +139.8% | +134.1% |
| 1Y | +118.1% | -4.4% | +122.5% | +117.0% |
| 3Y | +40.9% | +100.4% | -59.5% | +10.4% |
| 5Y | +75.8% | +294.3% | -218.5% | +7.4% |
| All | +192.7% | +989.7% | -796.9% | +30.4% |
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