-34.9%
VST vs TKO
+5.6%
-40.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.4% | -17.2% | -14.2% |
| 7D | -15.7% | +11.3% | -27.0% | -17.0% |
| 30D | -17.0% | +9.3% | -26.3% | -18.1% |
| 3M | -15.9% | +5.3% | -21.2% | -16.5% |
| 6M | -25.0% | +4.9% | -29.8% | -26.4% |
| YTD | -25.1% | -6.3% | -18.8% | -23.3% |
| 1Y | -34.9% | +4.9% | -39.8% | -37.7% |
| All | -34.9% | +5.6% | -40.5% | -37.7% |
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