-21.2%
TMUS vs VIK
+55.4%
-76.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.2% | -3.1% | +3.5% |
| 7D | +7.5% | +5.4% | +2.1% | +7.8% |
| 30D | -3.3% | +12.5% | -15.8% | -2.5% |
| 3M | -9.7% | -15.2% | +5.5% | -11.7% |
| 6M | -17.2% | +15.4% | -32.6% | -15.7% |
| YTD | -20.3% | +27.7% | -48.0% | -17.7% |
| 1Y | -21.2% | +59.7% | -80.9% | -16.4% |
| All | -21.2% | +55.4% | -76.7% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling