+14.4%
TMUS vs VIK
+228.1%
-213.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.7% | -3.5% |
| 7D | +0.1% | -3.0% | +3.1% | +0.1% |
| 30D | +5.3% | -20.7% | +26.0% | +5.7% |
| 3M | +3.1% | -4.6% | +7.8% | +3.1% |
| 6M | -16.5% | +14.0% | -30.4% | -17.0% |
| YTD | -9.2% | +20.2% | -29.3% | -10.3% |
| 1Y | -26.5% | +36.0% | -62.5% | -28.3% |
| All | +14.4% | +228.1% | -213.7% | +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 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