+90.1%
VSH vs TKO
-3.3%
+93.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.7% |
| 7D | +3.5% | +0.7% | +2.8% | +3.6% |
| 30D | -4.4% | +0.9% | -5.3% | -4.4% |
| 3M | -45.8% | -6.2% | -39.6% | -44.6% |
| 6M | +90.1% | -5.6% | +95.8% | +97.1% |
| All | +90.1% | -3.3% | +93.4% | +97.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling