+414.3%
VUG vs TKO
+989.7%
-575.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | -0.5% | +2.3% | -2.8% | -1.0% |
| 30D | -1.0% | -2.5% | +1.5% | -0.6% |
| 3M | +3.5% | -10.6% | +14.1% | +5.6% |
| 6M | +14.2% | -5.1% | +19.2% | +14.8% |
| YTD | +8.5% | -8.2% | +16.7% | +9.5% |
| 1Y | +12.9% | -4.4% | +17.3% | +12.7% |
| 3Y | +85.6% | +100.4% | -14.7% | +55.7% |
| 5Y | +78.1% | +294.3% | -216.2% | +26.0% |
| All | +414.3% | +989.7% | -575.3% | +206.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling