+1,232.7%
VST vs TKO
+939.2%
+293.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 7D | +5.3% | +0.7% | +4.6% | +5.1% |
| 30D | +5.8% | +0.9% | +4.9% | +5.5% |
| 3M | +3.5% | -6.2% | +9.7% | +4.7% |
| 6M | -7.4% | -5.6% | -1.8% | -6.6% |
| YTD | -6.1% | -7.8% | +1.8% | -5.0% |
| 1Y | -21.6% | -1.2% | -20.4% | -22.4% |
| 3Y | +357.2% | +106.5% | +250.7% | +283.0% |
| 5Y | +777.0% | +310.4% | +466.7% | +512.1% |
| All | +1,232.7% | +939.2% | +293.5% | +622.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling