+33.8%
VWO vs TKO
+291.2%
-257.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.8% | +2.3% | -4.1% | -2.1% |
| 30D | -0.1% | -2.5% | +2.4% | +0.2% |
| 3M | +2.2% | -10.6% | +12.8% | +3.6% |
| 6M | +8.8% | -5.1% | +13.8% | +9.1% |
| YTD | +12.4% | -8.2% | +20.6% | +13.1% |
| 1Y | +15.6% | -4.4% | +20.0% | +15.4% |
| 3Y | +62.5% | +100.4% | -37.8% | +43.9% |
| All | +33.8% | +291.2% | -257.4% | -2.4% |
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