+359.1%
VST vs TKO
+104.9%
+254.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.0% | -3.4% | -0.2% |
| 7D | +9.9% | +7.2% | +2.7% | +7.1% |
| 30D | +7.9% | +4.7% | +3.2% | +6.0% |
| 3M | +3.4% | -3.2% | +6.6% | +4.0% |
| 6M | -4.1% | -2.9% | -1.2% | -4.0% |
| YTD | -5.7% | -5.8% | +0.1% | -4.8% |
| 1Y | -18.9% | -1.1% | -17.8% | -20.3% |
| 3Y | +359.1% | +111.1% | +248.0% | +269.5% |
| All | +359.1% | +104.9% | +254.2% | +269.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling