+182.8%
VXUS vs TKO
+2,255.6%
-2,072.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -1.1% |
| 7D | +1.6% | +7.2% | -5.6% | +0.5% |
| 30D | +1.0% | +4.7% | -3.7% | +0.2% |
| 3M | +5.7% | -3.2% | +8.9% | +5.9% |
| 6M | +13.6% | -2.9% | +16.4% | +13.6% |
| YTD | +17.4% | -5.8% | +23.2% | +17.8% |
| 1Y | +25.1% | -1.1% | +26.1% | +24.4% |
| 3Y | +75.8% | +111.1% | -35.3% | +53.9% |
| 5Y | +55.4% | +315.6% | -260.2% | +21.2% |
| 10Y | +146.4% | +978.5% | -832.1% | +60.6% |
| All | +182.8% | +2,255.6% | -2,072.9% | +22.1% |
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