+7,001.2%
VTR vs TKO
+1,395.0%
+5,606.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +1.9% | +1.3% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | +4.0% | -2.6% | +6.6% | +4.4% |
| 3M | +7.8% | -7.8% | +15.6% | +9.2% |
| 6M | +6.4% | -7.0% | +13.4% | +7.2% |
| YTD | +18.3% | -8.5% | +26.9% | +19.4% |
| 1Y | +33.9% | -1.3% | +35.2% | +32.9% |
| 3Y | +134.3% | +105.0% | +29.4% | +96.0% |
| 5Y | +90.3% | +292.9% | -202.6% | +36.5% |
| 10Y | +100.1% | +979.3% | -879.2% | +12.2% |
| All | +7,001.2% | +1,395.0% | +5,606.2% | +2,600.6% |
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