+84.5%
VTR vs TKO
+291.2%
-206.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -0.3% | +2.3% | -2.6% | -0.6% |
| 30D | +1.1% | -2.5% | +3.6% | +1.3% |
| 3M | +7.9% | -10.6% | +18.5% | +9.2% |
| 6M | +6.2% | -5.1% | +11.2% | +6.5% |
| YTD | +17.7% | -8.2% | +25.9% | +18.5% |
| 1Y | +32.9% | -4.4% | +37.3% | +32.9% |
| 3Y | +129.7% | +100.4% | +29.3% | +106.0% |
| All | +84.5% | +291.2% | -206.7% | +34.5% |
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