+66.6%
VT vs TKO
+287.6%
-221.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | +1.0% | +1.6% | -0.6% | +0.6% |
| 3M | +2.4% | -7.8% | +10.2% | +3.5% |
| 6M | +12.0% | -13.3% | +25.3% | +14.2% |
| YTD | +15.3% | -10.3% | +25.6% | +16.7% |
| 1Y | +22.6% | -0.6% | +23.2% | +21.5% |
| 3Y | +74.7% | +88.5% | -13.8% | +53.5% |
| All | +66.6% | +287.6% | -221.0% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling