+248.8%
VSH vs TKO
+1,439.7%
-1,191.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -2.5% |
| 7D | +6.2% | +7.2% | -0.9% | +4.0% |
| 30D | -11.1% | +4.7% | -15.8% | -12.6% |
| 3M | -44.9% | -3.2% | -41.7% | -44.8% |
| 6M | +90.0% | -2.9% | +92.8% | +89.6% |
| YTD | +118.8% | -5.8% | +124.6% | +119.4% |
| 1Y | +109.0% | -1.1% | +110.0% | +105.9% |
| 3Y | +35.6% | +111.1% | -75.5% | +4.2% |
| 5Y | +66.7% | +315.6% | -248.9% | +1.7% |
| 10Y | +167.9% | +978.5% | -810.5% | +13.2% |
| All | +248.8% | +1,439.7% | -1,191.0% | -24.5% |
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