+46.6%
TEM vs VIK
+157.1%
-110.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.5% |
| 7D | -8.7% | -0.9% | -7.7% | -8.0% |
| 30D | +8.1% | -18.4% | +26.5% | +25.6% |
| 3M | +19.0% | -8.8% | +27.8% | +25.1% |
| 6M | +12.0% | +17.1% | -5.1% | -8.7% |
| YTD | -0.1% | +19.0% | -19.1% | -22.0% |
| 1Y | -33.5% | +30.1% | -63.7% | -53.6% |
| All | +46.6% | +157.1% | -110.5% | -66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling