+52.1%
TEL vs VIK
+225.3%
-173.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | +1.0% |
| 7D | +1.2% | -0.8% | +2.0% | +1.4% |
| 30D | -4.1% | -18.0% | +13.9% | +2.2% |
| 3M | -2.6% | -5.8% | +3.2% | -1.3% |
| 6M | 0.0% | +17.2% | -17.1% | -6.6% |
| YTD | -9.1% | +19.1% | -28.2% | -15.8% |
| 1Y | -0.8% | +33.6% | -34.5% | -11.7% |
| All | +52.1% | +225.3% | -173.2% | +8.9% |
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