+57.5%
TEL vs VIK
+225.1%
-167.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.2% |
| 7D | +1.6% | -0.9% | +2.5% | +1.9% |
| 30D | -0.7% | -18.4% | +17.7% | +6.1% |
| 3M | +2.4% | -8.8% | +11.2% | +4.9% |
| 6M | +4.1% | +17.1% | -13.0% | -2.8% |
| YTD | -5.8% | +19.0% | -24.9% | -12.7% |
| 1Y | +0.9% | +30.1% | -29.3% | -9.4% |
| All | +57.5% | +225.1% | -167.5% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling