+164.8%
VTRS vs TKO
+1,400.2%
-1,235.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -2.2% | +2.3% | -4.5% | -2.6% |
| 30D | +3.3% | -2.5% | +5.8% | +3.6% |
| 3M | +2.0% | -10.6% | +12.6% | +3.6% |
| 6M | +19.9% | -5.1% | +25.0% | +20.5% |
| YTD | +35.7% | -8.2% | +44.0% | +36.8% |
| 1Y | +68.1% | -4.4% | +72.5% | +68.1% |
| 3Y | +87.1% | +100.4% | -13.3% | +63.9% |
| 5Y | +47.6% | +294.3% | -246.7% | +14.6% |
| 10Y | -48.2% | +983.2% | -1,031.3% | -67.2% |
| All | +164.8% | +1,400.2% | -1,235.5% | +32.1% |
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