+73.4%
VT vs TKO
+154.2%
-80.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +2.4% | +2.3% | 0.0% | +2.0% |
| 30D | -1.5% | +13.4% | -14.9% | -3.3% |
| 3M | -4.1% | -1.7% | -2.4% | -4.0% |
| 6M | +0.6% | +7.2% | -6.7% | -1.1% |
| YTD | +11.0% | -5.4% | +16.4% | +11.3% |
| 1Y | +13.3% | +8.7% | +4.7% | +10.7% |
| 3Y | +73.4% | +150.4% | -77.0% | +54.2% |
| All | +73.4% | +154.2% | -80.8% | +54.2% |
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 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