+77.9%
TEM vs VIK
+171.8%
-94.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.1% | -6.8% | -6.5% |
| 7D | -5.9% | +2.7% | -8.6% | -7.9% |
| 30D | +4.8% | +8.8% | -4.0% | -2.2% |
| 3M | +31.9% | -15.3% | +47.2% | +47.9% |
| 6M | +56.0% | +9.4% | +46.6% | +37.7% |
| YTD | +21.3% | +25.9% | -4.6% | -10.1% |
| 1Y | +5.4% | +51.0% | -45.6% | -36.5% |
| All | +77.9% | +171.8% | -94.0% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling