+710.1%
VTV vs TKO
+3,179.9%
-2,469.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -1.3% | -2.6% | +1.3% | -0.9% |
| 3M | +5.6% | -7.8% | +13.4% | +6.9% |
| 6M | +12.4% | -7.0% | +19.4% | +13.3% |
| YTD | +17.6% | -8.5% | +26.2% | +18.7% |
| 1Y | +23.5% | -1.3% | +24.8% | +22.5% |
| 3Y | +67.0% | +105.0% | -37.9% | +40.4% |
| 5Y | +80.5% | +292.9% | -212.4% | +30.2% |
| 10Y | +230.6% | +979.3% | -748.7% | +78.1% |
| All | +710.1% | +3,179.9% | -2,469.8% | +163.6% |
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