-25.4%
TMUS vs VIK
+33.4%
-58.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -2.7% |
| 7D | -5.3% | -0.8% | -4.5% | -5.4% |
| 30D | +0.1% | -18.0% | +18.1% | -1.8% |
| 3M | -0.6% | -5.8% | +5.2% | -1.0% |
| 6M | -17.5% | +17.2% | -34.7% | -15.4% |
| YTD | -11.3% | +19.1% | -30.4% | -9.3% |
| 1Y | -25.4% | +33.6% | -59.0% | -23.0% |
| All | -25.4% | +33.4% | -58.8% | -23.0% |
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 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