+165.8%
VXUS vs TKO
+2,266.5%
-2,100.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +2.1% | +2.3% | -0.2% | +1.8% |
| 30D | -1.1% | +13.4% | -14.5% | -3.0% |
| 3M | -5.6% | -1.7% | -3.9% | -5.5% |
| 6M | -2.3% | +7.2% | -9.5% | -3.7% |
| YTD | +10.4% | -5.4% | +15.7% | +10.6% |
| 1Y | +13.1% | +8.7% | +4.4% | +10.8% |
| 3Y | +68.0% | +150.4% | -82.4% | +43.7% |
| 5Y | +45.8% | +276.6% | -230.8% | +15.4% |
| 10Y | +144.7% | +1,134.6% | -989.9% | +56.6% |
| All | +165.8% | +2,266.5% | -2,100.7% | +14.6% |
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