+14.5%
TMUS vs VIK
+236.8%
-222.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.6% | 0.0% |
| 7D | -0.3% | +3.6% | -3.8% | -0.3% |
| 30D | +3.1% | -16.7% | +19.9% | +3.5% |
| 3M | +2.4% | -1.1% | +3.5% | +2.3% |
| 6M | -17.1% | +27.8% | -44.9% | -18.0% |
| YTD | -9.1% | +23.3% | -32.4% | -10.2% |
| 1Y | -23.6% | +38.2% | -61.8% | -25.5% |
| All | +14.5% | +236.8% | -222.3% | +5.4% |
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 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