+1,058.9%
VST vs TKO
+987.9%
+71.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -6.0% | +6.4% | -12.4% | -7.5% |
| 30D | -18.8% | +11.9% | -30.7% | -21.1% |
| 3M | -8.0% | +5.6% | -13.6% | -9.5% |
| 6M | -10.9% | +7.5% | -18.4% | -13.3% |
| YTD | -18.3% | -3.5% | -14.8% | -18.5% |
| 1Y | -29.9% | +13.0% | -42.9% | -32.9% |
| 3Y | +290.3% | +157.6% | +132.7% | +213.2% |
| 5Y | +635.3% | +288.2% | +347.1% | +419.3% |
| 10Y | +1,162.4% | +1,196.6% | -34.2% | +568.4% |
| All | +1,058.9% | +987.9% | +71.0% | +520.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling