+70.1%
VT vs TKO
+128.6%
-58.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | -2.3% | +5.7% | -8.0% | -3.1% |
| 30D | -5.0% | +6.9% | -11.9% | -5.9% |
| 3M | -4.9% | +2.4% | -7.3% | -5.3% |
| 6M | -1.5% | +1.1% | -2.6% | -2.2% |
| YTD | +8.5% | -7.5% | +16.0% | +9.1% |
| 1Y | +11.4% | +7.2% | +4.2% | +9.1% |
| 3Y | +70.1% | +131.3% | -61.3% | +52.8% |
| All | +70.1% | +128.6% | -58.6% | +52.8% |
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 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