+1.7%
TDG vs VIK
+225.3%
-223.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -0.7% |
| 7D | -2.4% | -0.8% | -1.6% | -2.2% |
| 30D | -8.0% | -18.0% | +10.1% | -3.0% |
| 3M | -10.5% | -5.8% | -4.7% | -9.4% |
| 6M | -11.9% | +17.2% | -29.1% | -16.5% |
| YTD | -15.4% | +19.1% | -34.5% | -20.4% |
| 1Y | -14.2% | +33.6% | -47.8% | -22.1% |
| All | +1.7% | +225.3% | -223.6% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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