+603.2%
VST vs TKO
+248.1%
+355.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.0% | +9.6% | +10.3% |
| 7D | -9.8% | +5.7% | -15.5% | -11.2% |
| 30D | -25.1% | +6.9% | -32.1% | -26.6% |
| 3M | -11.6% | +2.4% | -14.0% | -12.4% |
| 6M | -20.9% | +1.1% | -22.0% | -22.0% |
| YTD | -22.3% | -7.5% | -14.8% | -21.6% |
| 1Y | -32.0% | +7.2% | -39.2% | -34.3% |
| 3Y | +262.4% | +131.3% | +131.0% | +210.2% |
| All | +603.2% | +248.1% | +355.1% | +432.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling