+59.7%
TEM vs VIK
+166.4%
-106.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.2% | -2.6% |
| 7D | +3.2% | +3.6% | -0.3% | +0.3% |
| 30D | +23.5% | -16.7% | +40.3% | +40.9% |
| 3M | +32.3% | -1.1% | +33.4% | +29.5% |
| 6M | +23.0% | +27.8% | -4.8% | -7.6% |
| YTD | +8.9% | +23.3% | -14.5% | -17.4% |
| 1Y | -19.9% | +38.2% | -58.0% | -47.0% |
| All | +59.7% | +166.4% | -106.7% | -64.1% |
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 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