-20.9%
VST vs TKO
+1.2%
-22.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.7% |
| 7D | +8.9% | +0.7% | +8.2% | +8.8% |
| 30D | +6.2% | +1.6% | +4.6% | +6.2% |
| 3M | -2.7% | -7.8% | +5.1% | -1.8% |
| 6M | -8.4% | -13.3% | +4.9% | -7.1% |
| YTD | -7.2% | -10.3% | +3.1% | -5.8% |
| 1Y | -20.9% | -0.6% | -20.3% | -20.2% |
| All | -20.9% | +1.2% | -22.1% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling