+942.2%
VTI vs TKO
+3,527.4%
-2,585.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.5% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -1.9% | -2.6% | +0.7% | -1.5% |
| 3M | +4.5% | -7.8% | +12.3% | +5.9% |
| 6M | +12.6% | -7.0% | +19.6% | +13.6% |
| YTD | +12.0% | -8.5% | +20.5% | +13.1% |
| 1Y | +17.3% | -1.3% | +18.6% | +16.4% |
| 3Y | +75.3% | +105.0% | -29.6% | +46.8% |
| 5Y | +74.0% | +292.9% | -218.9% | +24.9% |
| 10Y | +300.0% | +979.3% | -679.3% | +116.4% |
| All | +942.2% | +3,527.4% | -2,585.2% | +231.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling