+219.2%
VT vs TKO
+1,165.6%
-946.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.1% | +6.4% | -6.6% | -1.2% |
| 30D | -3.1% | +11.9% | -15.0% | -5.0% |
| 3M | -3.5% | +5.6% | -9.1% | -4.6% |
| 6M | +0.5% | +7.5% | -7.0% | -1.3% |
| YTD | +10.8% | -3.5% | +14.3% | +10.6% |
| 1Y | +11.9% | +13.0% | -1.1% | +8.4% |
| 3Y | +73.0% | +157.6% | -84.6% | +42.5% |
| 5Y | +58.6% | +288.2% | -229.6% | +18.0% |
| 10Y | +219.2% | +1,196.6% | -977.4% | +101.2% |
| All | +219.2% | +1,165.6% | -946.4% | +101.2% |
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