+222.3%
VT vs TKO
+962.1%
-739.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.5% | -1.4% |
| 7D | +1.0% | +7.2% | -6.1% | -0.3% |
| 30D | -0.2% | +4.7% | -4.9% | -1.2% |
| 3M | +4.5% | -3.2% | +7.8% | +4.8% |
| 6M | +14.1% | -2.9% | +16.9% | +14.1% |
| YTD | +14.8% | -5.8% | +20.6% | +15.2% |
| 1Y | +21.2% | -1.1% | +22.2% | +20.3% |
| 3Y | +76.6% | +111.1% | -34.5% | +50.3% |
| 5Y | +66.6% | +315.6% | -249.0% | +22.3% |
| 10Y | +222.3% | +978.5% | -756.2% | +106.1% |
| All | +222.3% | +962.1% | -739.8% | +106.1% |
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 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