+44.7%
TOST vs VIK
+236.8%
-192.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.6% | -3.1% |
| 7D | -0.9% | +3.6% | -4.5% | -2.5% |
| 30D | -3.5% | -16.7% | +13.3% | +4.5% |
| 3M | +38.1% | -1.1% | +39.2% | +37.5% |
| 6M | +9.9% | +27.8% | -17.9% | -5.4% |
| YTD | -6.3% | +23.3% | -29.6% | -18.0% |
| 1Y | -18.3% | +38.2% | -56.5% | -33.3% |
| All | +44.7% | +236.8% | -192.1% | -12.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling