+73.1%
VSH vs TKO
+291.2%
-218.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.8% | +6.1% |
| 7D | +4.8% | +2.3% | +2.5% | +4.1% |
| 30D | -0.7% | -2.5% | +1.8% | -0.3% |
| 3M | -43.1% | -10.6% | -32.5% | -41.7% |
| 6M | +91.8% | -5.1% | +96.8% | +92.7% |
| YTD | +131.6% | -8.2% | +139.8% | +134.0% |
| 1Y | +118.1% | -4.4% | +122.5% | +117.2% |
| 3Y | +40.9% | +100.4% | -59.5% | +17.0% |
| All | +73.1% | +291.2% | -218.1% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling